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
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页码：231 / 253
页数：22
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