Traversing non-convex regions

Bartholomew-Biggs, Michael, Beddiaf, Salah and Kane, Stephen (2013) Traversing non-convex regions. Advanced Modeling and Optimization, 15 (2). pp. 387-407. ISSN 1841-4311
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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


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