University of Hertfordshire

By the same authors

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  • Salah_Octv3

    Accepted author manuscript, 383 KB, PDF document

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Original languageEnglish
Number of pages19
JournalOptimization Online
Journal publication date7 Mar 2018
Publication statusAccepted/In press - 7 Mar 2018

Abstract


This paper considers again the well-known problem of dealing with non- convex regions during the minimization of a nonlinear function F(x) by Newton-like methods. The proposal made here involves a curvilinear search along an approximation to the continuous steepest descent path defined by the solution of the differential equation dx/dt =−∇F(x).

The algorithm we develop and describe has some features in common with trust region methods; and we present some numerical experiments in which its performance is compared with some other ODE-based and trust region methods.

ID: 13530084