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A hybrid ODE-based method for unconstrained optimization problems

机译:基于混合ODE的无约束优化问题方法

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摘要

This paper presents a hybrid ODE-based method for unconstrained optimization problems, which combines the idea of IMPBOT with the subspace technique and a fixed step-length. The main characteristic of this method is that at each iteration, a lower dimensional system of linear equations is solved only once to obtain a trial step. Another is that when a trial step is not accepted, this proposed method uses minimization of a convex overestimation, thus avoiding performing a line search to compute a step-length. Under some reasonable assumptions, the method is proven to be globally convergent. Numerical results show the efficiency of this proposed method in practical computations, especially for solving small scale unconstrained optimization problems.
机译:本文提出了一种基于混合ODE的无约束优化问题的方法,该方法将IMPBOT的思想与子空间技术和固定的步长相结合。该方法的主要特点是,在每次迭代中,一次线性方程组的低维系统仅求解一次即可获得试验步骤。另一个是当不接受试验步骤时,此提议的方法使用凸高估的最小化,从而避免执行行搜索来计算步长。在一些合理的假设下,该方法被证明是全局收敛的。数值结果表明,该方法在实际计算中是有效的,特别是对于解决小规模无约束优化问题。

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