ISSN:
1573-2878
Keywords:
Unary optimization
;
trust-region methods
;
indefinite dogleg curve
;
Bunch–Parlett factorization
;
rank-one update
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract In this paper, we propose two modified partial-update algorithms for solving unconstrained unary optimization problems based on trust-region stabilization via indefinite dogleg curves. The two algorithms partially update an approximation to the Hessian matrix in each iteration by utilizing a number of times the rank-one updating of the Bunch–Parlett factorization. In contrast with the original algorithms in Ref. 1, the two algorithms not only converge globally, but possess also a locally quadratic or superlinear convergence rate. Furthermore, our numerical experiments show that the new algorithms outperform the trust-region method which uses the partial update criteria suggested in Ref. 1.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1023/A:1022682818387
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