Optimization via Chebyshev polynomials

DOI10.1007/S12190-016-1076-XzbMATH Open1386.65156arXiv1603.00863OpenAlexW3098848238MaRDI QIDQ1743371FDOQ1743371

Authors: K. T. Elgindy 

Publication date: 13 April 2018

Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)

Abstract: This paper presents for the first time a robust exact line-search method based on a full pseudospectral (PS) numerical scheme employing orthogonal polynomials. The proposed method takes on an adaptive search procedure and combines the superior accuracy of Chebyshev PS approximations with the high-order approximations obtained through Chebyshev PS differentiation matrices (CPSDMs). In addition, the method exhibits quadratic convergence rate by enforcing an adaptive Newton search iterative scheme. A rigorous error analysis of the proposed method is presented along with a detailed set of pseudocodes for the established computational algorithms. Several numerical experiments are conducted on one- and multi-dimensional optimization test problems to illustrate the advantages of the proposed strategy.

Full work available at URL: https://arxiv.org/abs/1603.00863

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zbMATH Keywords

Chebyshev polynomialsline searchadaptivepseudospectral methoddifferentiation matrixone-dimensional optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Numerical interpolation (65D05) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

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Cited In (5)

• High-order integral nodal discontinuous Gegenbauer-Galerkin method for solving viscous Burgers' equation
• A new robust line search technique based on Chebyshev polynomials
• Chebyshev optimization of circular arrays
• High-order Gegenbauer integral spectral element method integrated with an adaptive Chebyshev optimization strategy for solving linear singularly perturbed differential equations
• An optimization of Chebyshev's method

Uses Software

• Differentiation Matrix Suite

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