A GLOBALLY CONVERGENT MODIFIED VERSION OF THE METHOD OF MOVING ASYMPTOTES

Applicable Analysis and Discrete Mathematics

article

Allal Guessab¹  Abderrazak Driouch¹  Otheman Nouisser² 

[1] Universit´e de Pau et des Pays de l’Adour;Ibn Tofail Kenitra Morocc

关键词: Method of moving asymptotes;    Global convergence;    non linear optimization;    Non-convex;   

DOI  :  10.2298/AADM181204042G

学科分类：社会科学、人文和艺术（综合）

来源: Univerzitet u Beogradu * Elektrotehnicki Fakultet / University of Belgrade, Faculty of Electrical Engineering

【 摘 要 】

A new modified moving asymptotes method is presented. In each step of theiterative process, a strictly convex approximating subproblem is generatedand explicitly solved. In doing so we propose a strategy to incorporate amodified second-order information for the moving asymptotes location. Under natural assumptions, we prove the geometrical convergence. In additionthe experimental results reveal that the present method is significantly fastercompared to the [1] method, Newton’s method and the BFGS Method.

【 授权许可】

Unknown