A convergent dynamic method for large minimization problems

DOI10.1016/0898-1221(89)90020-5MaRDI QIDQ1124283zbMATH OpenOpenAlexFDO

Authors S. H. Smith

Publication date 1989

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(89)90020-5

zbMATH Keywords

``leap-frog methodcomparison of methodsconjugate gradient algorithmconvergenceconvex functionsdynamic problemequations of motiongradient algorithmunconstrained minimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

Review text

A new gradient algorithm for unconstrained minimization: min F(x), \(x\in R^ n\), requiring no line searches and consequently no function evaluations, is developed. This algorithm approaches the original problem by the associated dynamic problem: solve the equations of motion \(x(t)=-F(x(t))\) subject to initial conditions \(x(0)=x_ 0\), \(x'(0)=v_ 0=0\) \((x_ 0\) starting point). An approximate solution of this equations is numerically obtained by applying the so-called ``leap-frog method. For convex functions the convergence of the given method is proved. The performance of this algorithm is compared with the conjugate gradient algorithm of \textit{M. J. D. Powell} [Math. Programming 12, 241-254 (1977; Zbl 0396.90072)].

Recommendations

• UNCONSTRAINED MINIMIZATION BY COMBINING THE DYNAMIC AND CONJUGATE GRADIENT METHODS
• An improved version of the original leap-frog dynamic method for unconstrained minimization: LFOP1(b)
• A conjugate direction gradient method with reconnaissance steps for unconstrained minimization
• A fast and robust unconstrained optimization method requiring minimum storage
• scientific article; zbMATH DE number 3843083

Cites work

• A new and dynamic method for unconstrained minimization
• A New Method for Solving Nonlinear Simultaneous Equations
• An improved version of the original leap-frog dynamic method for unconstrained minimization: LFOP1(b)
• scientific article; zbMATH DE number 3658896 (Why is no real title available?)
• Restart procedures for the conjugate gradient method

Cited in

(11)

• Penalty function solutions to optimal control problems with general constraints via a dynamic optimisation method
• A dynamic penalty function method for the solution of structural optimization problems
• A dynamical approach to convex minimization coupling approximation with the steepest descent method
• Space-decomposition minimization method for large-scale minimization problems
• The conjugate gradient method for unconstrained minimization
• UNCONSTRAINED MINIMIZATION BY COMBINING THE DYNAMIC AND CONJUGATE GRADIENT METHODS
• Numerical treatment of solving singular integral equations by using sinc approximations
• An optimization technique for the falkner-skan equation
• Effects of general rotation and a horizontal magnetic field on the Rayleigh-Taylor instability of three-fluid layer in porous media
• An improved version of the original leap-frog dynamic method for unconstrained minimization: LFOP1(b)
• Boundary integral method applied to the propagation of non-linear gravity waves generated by a moving bottom

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