ISSN:
1573-2878
Keywords:
Optimization
;
variable-metric methods
;
rational approximations
;
switching algorithm
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract In this paper, a new variable-metric method based on a rational, rather than a quadratic, model is proposed. A switching algorithm is also introduced which selects either the standard quadratic model or the new rational model, depending on which has the smallest condition number. Several functions are used to test the new method, and it is concluded that it is as efficient as the standard model in general and is superior for problems of high dimensionality. Considerable improvement is also obtained for high-dimensional problems when the switching algorithm is used.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00934462
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