Parallel tensor algorithm for nonlinear optimization

被引：0

作者：

Conforti, D. ^{[1
]}

Grandinetti, L. ^{[1
]}

Musmanno, R. ^{[1
]}

机构：

[1] Universita della Calabria, Cosenza, Italy

来源：

Optimization Methods and Software | 1994年 / 3卷 / 1-3期

关键词：

Computational methods - Differentiation (calculus) - Function evaluation - Iterative methods - Nonlinear equations - Parallel algorithms - Parallel processing systems - Partial differential equations - Tensors;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

A new iterative algorithm for solving unconstrained optimization problems is introduced. It is based on the construction, at each iteration, of a curvilinear path to be searched for a local solution. Since the curvilinear path is defined by using a tensor of third order partial derivatives of the objective function, efficient and reliable implementations can benefit of powerful computational tools like parallel computing and automatic differentiation, Computational experiments were carried out with the aim to compare the proposed algorithm with well known Newton type algorithms. It turns out that the proposed algorithm is very efficient especially in the case of badly scaled and ill-conditioned problems.

引用

页码：125 / 142