Traversing non-convex regions

نویسنده

  • M. C. Bartholomew-Biggs
چکیده

This paper considers a method for dealing with non-convex objective functions in optimization problems. It uses the Hessian matrix and combines features of trust-region techniques and continuous steepest descent trajectory-following in order to construct an algorithm which performs curvilinear searches away from the starting point of each iteration. A prototype implementation yields promising results.

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تاریخ انتشار 2013