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
\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}
Linking options:
https://www.mathnet.ru/eng/crm401
https://www.mathnet.ru/eng/crm/v5/i3/p367
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