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Affiliation of Author(s):School of Artificial Intelligence

Journal:Applied Numerical Mathematics

Funded by:National Natural Science Foundation

Key Words:continuation method; trust-region method; line search method; preconditioning technique

Abstract:This paper considers an explicit continuation method and the trust-region updating strategy for the unconstrained optimization problem. Moreover, in order to improve its computational efficiency and robustness, the new method uses the switching preconditioning technique. In the well-conditioned phase, the new method uses the L-BFGS method as the preconditioning technique in order to improve its computational efficiency. Otherwise, the new method uses the inverse of the Hessian matrix as the pre-conditioner in order to improve its robustness. Numerical results also show that the new method

Indexed by:Journal paper

First Author:luoxinlong

All the Authors:Hang Xiao,Jia-hui Lv,Sen Zhang

Discipline:Science of Science

First-Level Discipline:Mathematics

Document Type:J

ISSN No.:0168-9274

Translation or Not:no

Date of Publication:2021-03-11

Included Journals:SCI

Links to published journals:http://doi.org/10.1016/j.apnum.2021.02.019

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