期刊论文详细信息
Applicable Analysis and Discrete Mathematics | |
A GLOBALLY CONVERGENT MODIFIED VERSION OF THE METHOD OF MOVING ASYMPTOTES | |
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: Non-convex; non linear optimization; Global convergence; Method of moving asymptotes.; | |
DOI : 10.2298/AADM181204041G | |
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
【 预 览 】
Files | Size | Format | View |
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RO202307080003802ZK.pdf | 322KB | download |