Modifications of some algorithms for unconstrained optimization

Mathematical optimization;

Mirnia-Harikandi, K ; Wolfe, M. A. ; Wolfe, M. A.

University:University of St Andrews

Department:Mathematics & Statistics (School of)

关键词: Mathematical optimization;   

Others  :  https://research-repository.st-andrews.ac.uk/bitstream/handle/10023/13822/KMirnia-HarikandiPhDThesis.pdf?sequence=2&isAllowed=y

来源: DR-NTU

【 摘 要 】

This thesis contains an account of several modifications to two algorithms for unconstrained optimization, both of which are due to Gill and Murray. Chapter One contains a brief survey of unconstrained optimization and contains also some results which are used subsequently. Chapter Two contains an account of some work on iterative procedures for the solution of operator equations in Banach spaces due to Wolfe (1978a) in which it is suggested that it may be possible, in certain circumstances, to use high-order iterative procedures rather than Newton's method, thereby obtaining computational advantages. In Chapter Three the Newton-type algorithm of Gill and Murray (1974) is described and the ideas contained in Chapter Two are used to construct some modifications of this algorithm. Chapter Four contains some algorithms for the numerical estimation of both full and b and-type Hessian matrices. These algorithms may be used in conjunction with the optimization algorithms which are described in Chapters Three and Five. In Chapter Five the least-squares algorithm of Gill and Murray (1976) is described and the ideas contained in Chapter Two are used to construct some modifications of this algorithm. Chapter Six contains the computational results which were obtained by using the algorithms which are described in Chapters Three, Four and Five to solve the test problems which are listed in Appendices One and Two.