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...
| 出版年: | Компьютерные исследования и моделирование |
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| 主要な著者: | , |
| フォーマット: | 論文 |
| 言語: | ロシア語 |
| 出版事項: |
Institute of Computer Science
2013-06-01
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| 主題: | |
| オンライン･アクセス: | http://crm.ics.org.ru/uploads/crmissues/crm_2013_3/13302.pdf |
| 要約: | 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 problem of scaling of steps at descent, and approximation by non-quadratic functions, and integration with a method of a confidential vicinity. |
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| ISSN: | 2076-7633 2077-6853 |