Accelerated double direction method for solving unconstrained optimization problems (Q1719483): Difference between revisions
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Revision as of 04:25, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accelerated double direction method for solving unconstrained optimization problems |
scientific article |
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Accelerated double direction method for solving unconstrained optimization problems (English)
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8 February 2019
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Summary: An iterative method for solving a minimization problem of unconstrained optimization is presented. This multistep curve search method uses the specific form of iteration with two direction parameters, the approximation of Hessian by appropriately constructed diagonal matrix, and the inexact line search procedure. It is proved that constructed numerical process is well defined under some assumptions. Considering certain conditions, the method is linearly convergent for uniformly convex and strictly convex quadratic functions. Numerical results arising from defined algorithms are also presented and analyzed.
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