Traversing non-convex regions
View/ Open
Author
Bartholomew-Biggs, Michael
Beddiaf, Salah
Kane, Stephen
Attention
2299/10318
Abstract
This paper considers a method for dealing with non-convex objective functions in optimization problems. It uses the Hessian matrix and combines features of trust-region techniques and continuous steepest descent trajectory-following in order to construct an algorithm which performs curvilinear searches away from the starting point of each iteration. A prototype implementation yields promising results