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Affiliation of Author(s):人工智能学院

Title of Paper:The regularization continuation method with an adaptive time step control for linearly constrained optimization problems

Journal:Applied Numerical Mathematics

Place of Publication:Published by Elsevier B.V.

Key Words:continuation method; preconditioned technique; trust-region method; linear conservation

Abstract:This paper considers the regularization continuation method and the trust-region updating strategy. Numerical results also show that the new method is more robust and faster than the traditional optimization method such as the alternating direction method of multipliers (ADMM), the sequential quadratic programming (SQP) method (the built-in subroutine fmincon.m of the MATLAB2020a environment), and the recent continuation method (Ptctr). The computational time of the new method is about 1/3 of that of SQP (fmincon.m). Finally, the global convergence analysis of the new method is also given.

Indexed by:Journal paper

First Author:Xin-long Luo

All the Authors:Hang Xiao

Discipline:Science of Science

Document Type:J

Volume:181

Issue:6

Page Number:255-276

ISSN No.:0168-9274

Translation or Not:no

Date of Publication:2022-06-16

Included Journals:SCI