Associate professor
Supervisor of Master's Candidates
Main positions:Associate Professor
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Affiliation of Author(s):人工智能学院
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