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

Zelenkov G.A., Sviridenko A.B.
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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
Citation in English: Zelenkov G.A., Sviridenko A.B. Approach to development of algorithms of Newtonian methods of unconstrained optimization, their software implementation and benchmarking // Computer Research and Modeling, 2013, vol. 5, no. 3, pp. 367-377
Citation in English: Zelenkov G.A., Sviridenko A.B. Approach to development of algorithms of Newtonian methods of unconstrained optimization, their software implementation and benchmarking // Computer Research and Modeling, 2013, vol. 5, no. 3, pp. 367-377
DOI: 10.20537/2076-7633-2013-5-3-367-377
URL: http://crm-en.ics.org.ru/journal/article/2022/
Creative Commons License This work is licensed under a Creative Commons Attribution-NoDerivs 3.0 Unported License.
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  • Anastasiya Borisovna Sviridenko. The correction to Newton’s methods of optimization. // Computer Research and Modeling. — 2015. — V. 7, no. 4. — P. 835. DOI: 10.20537/2076-7633-2015-7-4-835-863
  • Anastasiya Borisovna Sviridenko, Gennadiy Anatolievich Zelenkov. Correlation and realization of quasi-Newton methods of absolute optimization. // Computer Research and Modeling. — 2016. — V. 8, no. 1. — P. 55. DOI: 10.20537/2076-7633-2016-8-1-55-78
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