A GLOBALLY CONVERGENT MODIFIED VERSION OF THE METHOD OF MOVING ASYMPTOTES

被引：3

作者：

Guessab, Allal ^{[1
]}

Driouch, Abderrazak ^{[1
]}

Nouisser, Otheman ^{[2
]}

机构：

[1] Univ Pau & Pays Adour, LMAP, CNRS, E2S UPPA, F-64000 Pau, France

[2] Ibn Tofail, Kenitra, Morocco

来源：

APPLICABLE ANALYSIS AND DISCRETE MATHEMATICS | 2019年 / 13卷 / 03期

关键词：

Non-convex; non linear optimization; Global convergence; Method of moving asymptotes;

D O I：

10.2298/AADM181204042G

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A new modified moving asymptotes method is presented. In each step of the iterative process, a strictly convex approximating subproblem is generated and explicitly solved. In doing so we propose a strategy to incorporate a modified second-order information for the moving asymptotes location. Under natural assumptions, we prove the geometrical convergence. In addition the experimental results reveal that the present method is significantly faster compared to the [1] method, Newton's method and the BFGS Method.

引用

页码：905 / 917

页数：13