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A comparison of methods for traversing regions of non-convexity in optimization problems

dc.contributor.authorBartholomew-Biggs, Michael
dc.contributor.authorBeddiaf, Salah
dc.contributor.authorChristianson, Bruce
dc.date.accessioned2020-01-10T01:07:35Z
dc.date.available2020-01-10T01:07:35Z
dc.date.issued2019-11-13
dc.identifier.citationBartholomew-Biggs , M , Beddiaf , S & Christianson , B 2019 , ' A comparison of methods for traversing regions of non-convexity in optimization problems ' , Numerical Algorithms , pp. 1-23 . https://doi.org/10.1007/s11075-019-00811-w
dc.identifier.issn1017-1398
dc.identifier.urihttp://hdl.handle.net/2299/22053
dc.description© Springer Science+Business Media, LLC, part of Springer Nature 2019. This is a post-peer-review, pre-copyedit version of an article published in Numerical Algorithms. The final authenticated version is available online at: http://dx.doi.org/10.1007/s11075-019-00811-w.
dc.description.abstractThis 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.en
dc.format.extent23
dc.format.extent895585
dc.language.isoeng
dc.relation.ispartofNumerical Algorithms
dc.subjectNon-convex optimization, ODE-methods, Continuous steepest-descent path (CSDP), trust-region, Newton-like methods, curvilinear search.
dc.subjectTrust-region
dc.subjectNon-convex optimization
dc.subjectODE-methods
dc.subjectCurvilinear search
dc.subjectNewton-like methods
dc.subjectContinuous steepest-descent path (CSDP)
dc.subjectGeneral Mathematics
dc.subjectApplied Mathematics
dc.titleA comparison of methods for traversing regions of non-convexity in optimization problemsen
dc.contributor.institutionCentre for Computer Science and Informatics Research
dc.contributor.institutionSchool of Physics, Astronomy and Mathematics
dc.contributor.institutionMathematics and Theoretical Physics
dc.description.statusPeer reviewed
dc.date.embargoedUntil2020-11-13
dc.identifier.urlhttp://www.scopus.com/inward/record.url?scp=85075208846&partnerID=8YFLogxK
rioxxterms.versionofrecord10.1007/s11075-019-00811-w
rioxxterms.typeJournal Article/Review
herts.preservation.rarelyaccessedtrue


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