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
Copy

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


picture_as_pdf
904861.pdf
subject
Published Version

View Download

EndNote BibTeX Reference Manager Refer Atom Dublin Core OPENAIRE RIOXX2 XML METS Data Cite XML OpenURL ContextObject ASCII Citation OpenURL ContextObject in Span HTML Citation MPEG-21 DIDL MODS
Export

Downloads