An alternative globalization strategy for unconstrained optimization
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Dosyalar
Tarih
2018-03-04
Yazarlar
Dergi Başlığı
Dergi ISSN
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Yayıncı
Taylor and Francis Ltd.
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
We propose a new globalization strategy that can be used in unconstrained optimization algorithms to support rapid convergence from remote starting points. Our approach is based on using multiple points at each iteration to build a sequence of representative models of the objective function. Using the new information gathered from those multiple points, a local step is gradually improved by updating its direction as well as its length. We give a global convergence result and also provide the parallel implementation details accompanied with a numerical study. Our numerical study shows that the proposed algorithm is a promising alternative as a globalization strategy. © 2017 Informa UK Limited, trading as Taylor & Francis Group.
Açıklama
Anahtar Kelimeler
Globalization strategy, parallel implementation, unconstrained optimization
Kaynak
Optimization - A Journal of Mathematical Programming and Operations Research
WoS Q Değeri
Q1
