Accelerated Double Direction Method for Solving Unconstrained Optimization Problems
Author(s) -
Milena J. Petrović,
Predrag S. Stanimirović
Publication year - 2014
Publication title -
mathematical problems in engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.262
H-Index - 62
eISSN - 1026-7077
pISSN - 1024-123X
DOI - 10.1155/2014/965104
Subject(s) - hessian matrix , mathematics , line search , diagonal , mathematical optimization , minification , quadratic equation , diagonal matrix , matrix (chemical analysis) , convex optimization , iterative method , convex function , regular polygon , computer science , geometry , materials science , computer security , radius , composite material
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
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