Explicit pseudo-transient continuation and the trust-region updating strategy for unconstrained optimization

DOI10.1016/J.APNUM.2021.02.019zbMath1468.65073arXiv2012.14808OpenAlexW3133740622MaRDI QIDQ2029126

Jia-hui Lv, Hang Xiao, Sen Zhang, Xin-long Luo

Publication date: 3 June 2021

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.14808

zbMATH Keywords

unconstrained optimizationcontinuation methodquasi-Newton methodtrust-region methodpreconditioning techniquegeneralized gradient flowline search method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Related Items (7)

The regularization continuation method with an adaptive time step control for linearly constrained optimization problems ⋮ A hybrid BB-type method for solving large scale unconstrained optimization ⋮ The regularization continuation method for optimization problems with nonlinear equality constraints ⋮ Continuation Newton methods with deflation techniques for global optimization problems ⋮ Generalized continuation Newton methods and the trust-region updating strategy for the underdetermined system ⋮ Continuation Newton methods with the residual trust-region time-stepping scheme for nonlinear equations ⋮ Design and convergence analysis of some implicit inertial methods for quasi-variational inequalities via the Wiener-Hopf equations

Uses Software

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• Virtual library

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