A hybrid pattern search method for solving unconstrained optimization problems

Author(s):  
Fahd A. Alturki ◽  
Ehab A. Abdelhafiez
2014 ◽  
Vol 2014 ◽  
pp. 1-8 ◽  
Author(s):  
Milena J. Petrović ◽  
Predrag S. Stanimirović

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.


2014 ◽  
Vol 8 (1) ◽  
pp. 218-221 ◽  
Author(s):  
Ping Hu ◽  
Zong-yao Wang

We propose a non-monotone line search combination rule for unconstrained optimization problems, the corresponding non-monotone search algorithm is established and its global convergence can be proved. Finally, we use some numerical experiments to illustrate the new combination of non-monotone search algorithm’s effectiveness.


1991 ◽  
Vol 2 (2-3) ◽  
pp. 175-182 ◽  
Author(s):  
D.T. Nguyen ◽  
O.O. Storaasli ◽  
E.A. Carmona ◽  
M. Al-Nasra ◽  
Y. Zhang ◽  
...  

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