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Accelerated Double Direction Method for Solving Unconstrained Optimization Problems
Joint Authors
Stanimirović, Predrag S.
Petrović, Milena J.
Source
Mathematical Problems in Engineering
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-8, 8 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-04-02
Country of Publication
Egypt
No. of Pages
8
Main Subjects
Abstract EN
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.
American Psychological Association (APA)
Petrović, Milena J.& Stanimirović, Predrag S.. 2014. Accelerated Double Direction Method for Solving Unconstrained Optimization Problems. Mathematical Problems in Engineering،Vol. 2014, no. 2014, pp.1-8.
https://search.emarefa.net/detail/BIM-512010
Modern Language Association (MLA)
Petrović, Milena J.& Stanimirović, Predrag S.. Accelerated Double Direction Method for Solving Unconstrained Optimization Problems. Mathematical Problems in Engineering No. 2014 (2014), pp.1-8.
https://search.emarefa.net/detail/BIM-512010
American Medical Association (AMA)
Petrović, Milena J.& Stanimirović, Predrag S.. Accelerated Double Direction Method for Solving Unconstrained Optimization Problems. Mathematical Problems in Engineering. 2014. Vol. 2014, no. 2014, pp.1-8.
https://search.emarefa.net/detail/BIM-512010
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-512010