A comparison of methods for traversing regions of non-convexity in optimization problems
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Author
Bartholomew-Biggs, Michael
Beddiaf, Salah
Christianson, Bruce
Attention
2299/22053
Abstract
This paper considers the well-known problem of dealing with non-convexity during the minimization of a non-linear function f(x) by Newton-like methods. The proposal made here involves a curvilinear search along an approximation to the continuous steepest descent path defined by the solution of the differential equation The algorithm we develop and describe has some features in common with trust-region methods and we present some numerical experiments in which its performance is compared with other ODE-based and trust-region methods.
Publication date
2019-11-13Published in
Numerical AlgorithmsPublished version
https://doi.org/10.1007/s11075-019-00811-wOther links
http://hdl.handle.net/2299/22053Metadata
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