A comparison of methods for traversing regions of non-convexity in optimization problems

被引:0
|
作者
Michael Bartholomew-Biggs
Salah Beddiaf
Bruce Christianson
机构
[1] University of Hertfordshire,School of Physics, Astronomy and Mathematics
[2] University of Hertfordshire,School of Engineering and Computer Science
来源
Numerical Algorithms | 2020年 / 85卷
关键词
Non-convex optimization; ODE-methods; Continuous steepest-descent path (CSDP); Trust-region; Newton-like methods; Curvilinear search;
D O I
暂无
中图分类号
学科分类号
摘要
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
引用
收藏
页码:231 / 253
页数:22
相关论文
共 50 条
  • [31] Implementation of Nash bargaining solutions with non-convexity
    Qin, Cheng-Zhong
    Tan, Guofu
    Wong, Adam Chi Leung
    ECONOMICS LETTERS, 2019, 178 : 46 - 49
  • [32] Partially Observed Risk-Sensitive Stochastic Control Problems with Non-Convexity Restriction
    MA Heping
    LI Ruijing
    Journal of Systems Science & Complexity, 2023, 36 (02) : 672 - 685
  • [33] HOW THE LAW CIRCUMVENTS STARRETT NON-CONVEXITY
    COOTER, RD
    JOURNAL OF ECONOMIC THEORY, 1980, 22 (03) : 499 - 504
  • [34] Exhaustible resources, non-convexity and competitive equilibrium
    Cairns, Robert D.
    ENVIRONMENTAL & RESOURCE ECONOMICS, 2008, 40 (02): : 177 - 193
  • [35] Partially Observed Risk-Sensitive Stochastic Control Problems with Non-Convexity Restriction
    Heping Ma
    Ruijing Li
    Journal of Systems Science and Complexity, 2023, 36 : 672 - 685
  • [36] Acquainted Non-convexity Multiresolution Based Optimization for Affine Parameter Estimation in Image Registration
    Peter, J. Dinesh
    Govindan, V. K. .
    Mathew, Abraham T.
    ADVANCES IN COMPUTATION AND INTELLIGENCE, PROCEEDINGS, 2008, 5370 : 171 - 180
  • [37] On the non-convexity of charge densities in atoms and ions
    Angulo, JC
    Koga, T
    Romera, E
    Dehesa, JS
    JOURNAL OF MOLECULAR STRUCTURE-THEOCHEM, 2000, 501 : 177 - 182
  • [38] Bias Versus Non-Convexity in Compressed Sensing
    Daniele Gerosa
    Marcus Carlsson
    Carl Olsson
    Journal of Mathematical Imaging and Vision, 2022, 64 : 379 - 394
  • [39] DETRIMENTAL EXTERNALITIES AND NON-CONVEXITY OF PRODUCTION SET
    BAUMOL, WJ
    BRADFORD, DF
    ECONOMICA, 1972, 39 (154) : 160 - 177
  • [40] THE POINTS OF LOCAL NON-CONVEXITY OF STARSHAPED SETS
    TORANZOS, FA
    PACIFIC JOURNAL OF MATHEMATICS, 1982, 101 (01) : 209 - 213