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
Copy

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.


picture_as_pdf
Paper_Septemebr_9.pdf
subject
Submitted Version
['licenses_description_other' not defined]
Available under ['licenses_typename_other' not defined]

View Download

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

Downloads