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        Traversing non-convex regions

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        904861.pdf (PDF, 259Kb)
        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
        Publication date
        2013
        Published in
        Advanced Modeling and Optimization
        Other links
        http://hdl.handle.net/2299/10318
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