Adaptive Practical Algorithms for the Nondifferentiable Optimization Problems Based on the Uniform Design

In this work we present and analyze a new algorithm and its implementation for the nondifferentiable optimization. We use the method of scattering test points to find the optimal solution of the objective function. Based on the uniform design and the adaptive function, the new algorithm scatters points in the search domain with the adaptability. We proved the global convergence of this algorithm under some appropriate conditions. Numerical examples show that the new algorithm is effective.