Abstract
This paper presents a modified ODE-based algorithm for unconstrained optimization problems. It combines the idea of IMPBOT algorithm with nonmonotone and subspace techniques. The main feature of this method is that at each iteration, a lower dimensional system of linear equations is solved to obtain a trial step. Under some standard assumptions, the method is proven to be globally convergent. Numerical results show the efficiency of this proposed method in practical computation.
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Partially supported by NNSF of China (No. 11261015 and No. 11161016) and NSF of Hainan Province (No. 111001)
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Ou, Yg., Ma, W. A modified ODE-based algorithm for unconstrained optimization problems. Numer Algor 65, 233–250 (2014). https://doi.org/10.1007/s11075-013-9703-1
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DOI: https://doi.org/10.1007/s11075-013-9703-1