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Your search keyword '"Constrained optimization"' showing total 2 results
2 results on '"Constrained optimization"'

1. A nonmonotone globalization algorithm with preconditioned gradient path for unconstrained optimization

Author

Zhou, Qunyan, Sun, Wenyu, and Qi, Liqun

Subjects
*MONOTONE operators, *GLOBAL analysis (Mathematics), *CONSTRAINED optimization, *ALGORITHMS, *STOCHASTIC convergence, *NUMERICAL analysis, *MATHEMATICAL analysis
Abstract

Abstract: The aim of this paper is to incorporate the preconditioned gradient path in a nonmonotone stabilization algorithm for unconstrained optimization. The global convergence and locally superlinear convergence are established for this class of algorithms. Finally, we report in details the numerical results which show the effectiveness of the proposed algorithm. [ABSTRACT FROM AUTHOR]

Published
2010
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2. A descent algorithm without line search for unconstrained optimization

Author

Zhou, Guangming

Subjects
*ALGORITHMS, *THEORY of descent (Mathematics), *CONSTRAINED optimization, *SEARCH theory, *STOCHASTIC convergence, *NUMERICAL analysis
Abstract

Abstract: In this paper, a new descent algorithm for solving unconstrained optimization problem is presented. Its search direction is descent and line search procedure can be avoided except for the first iteration. It is globally convergent under mild conditions. The search direction of the new algorithm is generalized and convergence of corresponding algorithm is also proved. Numerical results show that the algorithm is efficient for given test problems. [Copyright &y& Elsevier]

Published
2009
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