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A modified ODE-based algorithm for unconstrained optimization problems

✍ Scribed by Yi-gui Ou, Wei Ma

Book ID
120755142
Publisher
Springer US
Year
2013
Tongue
English
Weight
324 KB
Volume
65
Category
Article
ISSN
1017-1398

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An ODE-based trust region method for unc
An ODE-based trust region method for unconstrained optimization problems
✍ Yigui Ou; Qian Zhou; Haichan Lin πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 485 KB

In this paper, a new trust region algorithm is proposed for solving unconstrained optimization problems. This method can be regarded as a combination of trust region technique, fixed step-length and ODE-based methods. A feature of this proposed method is that at each iteration, only a system of line