Improving direct search algorithms by multilevel optimization techniques

Direct Search algorithms are classical derivative-free methods for optimization. Though endowed with solid theoretical properties, they are not well suited for large-scale problems due to slow convergence and scaling issues. In this paper, we discuss how such limitations can be circumvented, on problems for which a hierarchy of objective functions is available, by using multilevel … Read more

Coordinate Search Algorithms in Multilevel Optimization

Many optimization problems of practical interest arise from the discretization of continuous problems. Classical examples can be found in calculus of variations, optimal control and image processing. In recent years a number of strategies have been proposed for the solution of such problems, broadly known as multilevel methods. Inspired by classical multigrid schemes for linear … Read more