University of Hertfordshire

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Traversing non-convex regions

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Original languageEnglish
Pages (from-to)387-407
JournalAdvanced Modeling and Optimization
Journal publication date2013
Volume15
Issue2
Publication statusPublished - 2013

Abstract

This paper considers a method for dealing with non-convex objective functions in optimization problems. It uses the Hessian matrix and combines features of trust-region techniques and continuous steepest descent trajectory-following in order to construct an algorithm which performs curvilinear searches away from the starting point of each iteration. A prototype implementation yields promising results

ID: 1695647