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Higher Order Iteration Schemes for Unconstrained Optimization
| Content Provider | Semantic Scholar |
|---|---|
| Author | Shi, Yangyang Pan, Pingqi |
| Copyright Year | 2011 |
| Abstract | Using a predictor-corrector tactic, this paper derives new iteration schemes for unconstrained optimization. It yields a point (predictor) by some line search from the current point; then with the two points it constructs a quadratic interpolation curve to approximate some ODE trajectory; it finally determines a new point (corrector) by searching along the quadratic curve. In particular, this paper gives a global convergence analysis for schemes associated with the quasi-Newton updates. In our computational experiments, the new schemes using DFP and BFGS updates outperformed their conventional counterparts on a set of standard test problems. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://file.scirp.org/pdf/AJOR20110300009_55653265.pdf |
| Language | English |
| Access Restriction | Open |
| Subject Keyword | Approximation algorithm Broyden–Fletcher–Goldfarb–Shanno algorithm Convergence (action) Experiment Interpolation Isoflurophate Iteration Kerrison Predictor Line search Local convergence Mathematical optimization Newton Predictor–corrector method Quadratic function |
| Content Type | Text |
| Resource Type | Article |
