Referred paper and preprints
Xin-long Luo, Hang Xiao, Jia-hui Lv and Sen Zhang, Explicit pseudo-transient continuation and the trust-region updating strategy for unconstrained optimization
发布时间:2021-03-05  点击次数:

所属单位:School of Artificial Intelligence

发表刊物:Applied Numerical Mathematics

项目来源:国家自然科学基金

关键字:continuation method; trust-region method; line search method; preconditioning technique

摘要: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

论文类型:期刊论文

第一作者:罗新龙

合写作者:肖航,吕家辉,张森

学科门类:理学

一级学科:数学

文献类型:J

ISSN号:0168-9274

是否译文:

发表时间:2021-03-11

收录刊物:SCI

发布期刊链接:http://doi.org/10.1016/j.apnum.2021.02.019

附件:

>  1. APNUM_4067_proof.pdf