A comparison of methods for traversing regions of non-convexity in optimization problems
Bartholomew-Biggs, Michael, Beddiaf, Salah and Christianson, Bruce
(2019)
A comparison of methods for traversing regions of non-convexity in optimization problems.
Numerical Algorithms.
pp. 1-23.
ISSN 1017-1398
This 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.
Item Type | Article |
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Additional information | © 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. |
Keywords | non-convex optimization, ode-methods, continuous steepest-descent path (csdp), trust-region, newton-like methods, curvilinear search., trust-region, non-convex optimization, ode-methods, curvilinear search, newton-like methods, continuous steepest-descent path (csdp), general mathematics, applied mathematics |
Date Deposited | 15 May 2025 14:10 |
Last Modified | 04 Jun 2025 17:11 |
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