Research output: Contribution to journal › Article › peer-review
Accepted author manuscript, 875 KB, PDF document
| Original language | English |
|---|---|
| Pages (from-to) | 1-23 |
| Number of pages | 23 |
| Journal | Numerical Algorithms |
| Early online date | 13 Nov 2019 |
| DOIs | |
| Publication status | E-pub ahead of print - 13 Nov 2019 |
This paper considers the well-known problem of dealing with non-convexity during the minimization of a non-linear 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 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 other ODE-based and trust-region methods.
ID: 17419250