Approach to development of algorithms of Newtonian methods of unconstrained optimization, their software implementation and benchmarking
The approach to increase efficiency of Gill and Murray's algorithm of Newtonian methods of unconstrained optimization with step adjustment creation is offered, rests on Choleskys factorization. It is proved that the strategy of choice of the descent direction also determines the solution of the...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | Russian |
| Published: |
Institute of Computer Science
2013-06-01
|
| Series: | Компьютерные исследования и моделирование |
| Subjects: | |
| Online Access: | http://crm.ics.org.ru/uploads/crmissues/crm_2013_3/13302.pdf |