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Computer Research and Modeling, 2013, Volume 5, Issue 3, Pages 367–377
DOI: https://doi.org/10.20537/2076-7633-2013-5-3-367-377 (Mi crm401) 		 
This article is cited in 7 scientific papers (total in 7 papers)

MATHEMATICAL MODELING AND NUMERICAL SIMULATION

Approach to development of algorithms of Newtonian methods of unconstrained optimization, their software implementation and benchmarking

G. A. Zelenkova, A. B. Khakimovab

a Admiral Ushakov State Maritime University, 93 Lenin's avenue, Novorossisk, 353911, Russia
b FSEI of HPE "Kuban State University" branch in Novorossiysk, 87 Geroev-Desantnikov street, Novorossisk, 353922, Russia
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DOI: https://doi.org/10.20537/2076-7633-2013-5-3-367-377
Abstract: The approach to increase efficiency of Gill and Murray's algorithm of Newtonian methods of unconstrained optimization with step adjustment creation is offered, rests on Cholesky's factorization. It is proved that the strategy of choice of the descent direction also determines the solution of the problem of scaling of steps at descent, and approximation by non-quadratic functions, and integration with a method of a confidential vicinity
Keywords: information technology, algorithm, Newton's method.
Received: 04.03.2013
Revised: 02.05.2013
Document Type: Article
UDC: 519.85
Language: Russian
Citation: G. A. Zelenkov, A. B. Khakimova, “Approach to development of algorithms of Newtonian methods of unconstrained optimization, their software implementation and benchmarking”, Computer Research and Modeling, 5:3 (2013), 367–377
Citation in format AMSBIB
\Bibitem{ZelKha13}
\by G.~A.~Zelenkov, A.~B.~Khakimova
\paper Approach to development of algorithms of Newtonian methods of unconstrained optimization, their software implementation and benchmarking
\jour Computer Research and Modeling
\yr 2013
\vol 5
\issue 3
\pages 367--377
\mathnet{http://mi.mathnet.ru/crm401}
\crossref{https://doi.org/10.20537/2076-7633-2013-5-3-367-377}
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    • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Computer Research and Modeling
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