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

Đuranović-Miličić, N.I. (2005) An algorithm for LC1 optimization. Yugoslav Journal of Operations Research, vol. 15, br. 2, str. 301-306

Karmanov, V.G. (1975) Matematiceskoe Programirovanie. Moskva: Nauka

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

Shi, Z.J. (2004) Convergence of multi-step curve search method for unconstrained optimization. Journal of Numerical Mathematics, 12(4): 297

Sun, W., de Sampaio, R.J.B., Yuan, J. (2000) Two algorithms for LC1 unconstrained optimization. J Comput Math, 18, 621-632

Vujčić, V., Ašić, M., Đuranović-Miličić, N. (1980) Mathematical programming. Belgrade: Institute of Mathematics

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Published

2008-03-01

Issue

Vol. 18 No. 1 (2008)

Section

Research Articles

License

Copyright (c) YUJOR

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