A multi-step curve search algorithm in nonlinear optimization

Authors

  • Nada I. Đuranović-Miličić Department of Mathematics, Faculty of Technology and Metallurgy, Belgrade

DOI:

https://doi.org/10.2298/YJOR0801047D

Keywords:

unconstrained optimization, multi-step curve search, convergence

Abstract

In this paper a multi-step algorithm for LC1 unconstrained optimization problems is presented. This method uses previous multi-step iterative information and curve search to generate new iterative points. A convergence proof is given, as well as an estimate of the rate of convergence.

References

Djuranovic-Milicic, N., “An algorithm for LC1 optimization”, YUJOR, 15(2) (2005) 301-307.

Karmanov, V.G., Matematiceskoe programirovanie, Nauka, Moskva, 1975.

Polak, E., Cislennie metodi optimizacii: edinij podhod (translation from English), Mir, Moskva, 1974.

Shi, Z.J., Convergence of multi-step curve search method for unconstrained optimization, J. Numer. Math., 12(4) (2004) 297-309.

Sun, V.J., Sampaio, R.J.B., and Yuan, Y.J., "Two algorithms for LC1 unconstrained optimization", Journal of Computational Mathematics, 6 (2000) 621-632.

Vujčić, V., Ašić, M., and Miličić, N., Mathematical programming, Institute of Mathematics, Belgrade, 1980. (in Serbian)

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Published

2008-03-01

Issue

Vol. 18 No. 1 (2008)

Section

Research Articles

License

Copyright (c) 2008 YUJOR

Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.