Robustness of convergence proofs in numerical methods in unconstrained optimization
An iterative method to compute the minimum point in an unconstrained optimization problem can be viewed as a control system. Thus to achieve robust solutions it is desirable to have feedback solution rather than open loop control policies. A typical proof of a numerical method in optimization exam...
| Main Authors: | Goh, B., Leong, W., Teo, Kok Lay |
|---|---|
| Other Authors: | Honlei Xu |
| Format: | Book Chapter |
| Published: |
Springer
2014
|
| Online Access: | http://hdl.handle.net/20.500.11937/63332 http://dx.doi.org/10.1007/978-94-017-8044-5_1 |
Similar Items
Convergence and Stability of Line Search Methods for Unconstrained Optimization
by: Leong, Wah, et al.
Published: (2013)
by: Leong, Wah, et al.
Published: (2013)
Convergence and stability of line search methods for unconstrained optimization.
by: Leong, Wah June, et al.
Published: (2013)
by: Leong, Wah June, et al.
Published: (2013)
New BFGS method for unconstrained optimization problem based on modified Armijo line search
by: Wan, Zhong, et al.
Published: (2012)
by: Wan, Zhong, et al.
Published: (2012)
Efficient ODE-based methods for unconstrained optimization
by: Yap, Chui Ying, et al.
Published: (2018)
by: Yap, Chui Ying, et al.
Published: (2018)
The CG-BFGS method for unconstrained optimization problems
by: Ibrahim, Mohd Asrul Hery, et al.
Published: (2013)
by: Ibrahim, Mohd Asrul Hery, et al.
Published: (2013)
Structured symmetric rank-one method for unconstrained optimization
by: Modarres, Farzin, et al.
Published: (2011)
by: Modarres, Farzin, et al.
Published: (2011)
Modified Quasi-Newton Methods For Large-Scale Unconstrained Optimization
by: Leong, Wah June
Published: (2003)
by: Leong, Wah June
Published: (2003)
Gradient-Type Methods for Unconstrained Optimization
by: Guan, Hui Shan
Published: (2015)
by: Guan, Hui Shan
Published: (2015)
The hybrid BFGS-CG method in solving unconstrained optimization problems
by: Ibrahim, Mohd Asrul Hery, et al.
Published: (2014)
by: Ibrahim, Mohd Asrul Hery, et al.
Published: (2014)
Gradient method with multiple damping for large-scale unconstrained optimization
by: Sim, Hong Seng, et al.
Published: (2019)
by: Sim, Hong Seng, et al.
Published: (2019)
Globalization of Barzilai and Borwein Method for Unconstrained Optimization
by: Farid, Mahboubeh
Published: (2009)
by: Farid, Mahboubeh
Published: (2009)
A numerical method for an impulsive optimal control problem with sensitivity consideration
by: Wei, W., et al.
Published: (2012)
by: Wei, W., et al.
Published: (2012)
A Robust Numerical Scheme for Pricing American Options Under Regime Switching Based on Penalty Method
by: Zhang, Kai, et al.
Published: (2013)
by: Zhang, Kai, et al.
Published: (2013)
Preconditioning on subspace quasi-Newton method for large scale unconstrained optimization
by: Sim, Hong Seng, et al.
Published: (2013)
by: Sim, Hong Seng, et al.
Published: (2013)
Fuzzy adaptive teaching learning-based optimization for solving unconstrained numerical optimization problems
by: Din, Fakhrud, et al.
Published: (2022)
by: Din, Fakhrud, et al.
Published: (2022)
A scaled three-term conjugate gradient method for unconstrained optimization
by: Arzuka, Ibrahim, et al.
Published: (2016)
by: Arzuka, Ibrahim, et al.
Published: (2016)
A numerical method for an optimal control problem with minimum sensitivity on coefficient variation
by: Wei, W., et al.
Published: (2011)
by: Wei, W., et al.
Published: (2011)
Scaled memoryless symmetric rank one method for large-scale unconstrained optimization
by: Leong, Wah June, et al.
Published: (2008)
by: Leong, Wah June, et al.
Published: (2008)
Implementation of Symmetric Rank-One Methods for Unconstrained Optimization
by: Khiyaban, Farzin Modarres
Published: (2010)
by: Khiyaban, Farzin Modarres
Published: (2010)
Multiple Alternate Steps Gradient Methods For Unconstrained Optimization
by: Lee, Sui Fong
Published: (2009)
by: Lee, Sui Fong
Published: (2009)
A new diagonal gradient-type method for large scale unconstrained optimization
by: Farid, Mahboubeh, et al.
Published: (2013)
by: Farid, Mahboubeh, et al.
Published: (2013)
Memoryless modified symmetric rank-one method for large-scale unconstrained optimization
by: Modarres, Farzin, et al.
Published: (2009)
by: Modarres, Farzin, et al.
Published: (2009)
A monotone gradient method via weak secant equation for unconstrained optimization
by: Leong, Wah June, et al.
Published: (2010)
by: Leong, Wah June, et al.
Published: (2010)
Convergence analysis of power penalty method for American bond option pricing
by: Zhang, K., et al.
Published: (2013)
by: Zhang, K., et al.
Published: (2013)
Gradient Type Optimization for Unconstrained Optimization
by: Guan, Hui Shan
Published: (2016)
by: Guan, Hui Shan
Published: (2016)
The algorithms of Broyden-CG for unconstrained optimization problems
by: Ibrahim, Mohd Asrul Hery, et al.
Published: (2014)
by: Ibrahim, Mohd Asrul Hery, et al.
Published: (2014)
Quasi-Newton methods based on ordinary differential equation approach for unconstrained nonlinear optimization
by: Khiyabani, Farzin Modarres, et al.
Published: (2014)
by: Khiyabani, Farzin Modarres, et al.
Published: (2014)
A three-term conjugate gradient method with nonmonotone line search for unconstrained optimization
by: Moyi, Aliyu Usman, et al.
Published: (2016)
by: Moyi, Aliyu Usman, et al.
Published: (2016)
Positive-definite memoryless symmetric rank one method for large-scale unconstrained optimization
by: Leong, Wah June, et al.
Published: (2011)
by: Leong, Wah June, et al.
Published: (2011)
Diagonal preconditioned conjugate gradient algorithm for unconstrained optimization
by: Ng, Choong Boon, et al.
Published: (2014)
by: Ng, Choong Boon, et al.
Published: (2014)
A new two-step gradient-type method for large-scale unconstrained optimization
by: Farid, Mahboubeh, et al.
Published: (2010)
by: Farid, Mahboubeh, et al.
Published: (2010)
A symmetric rank-one method based on extra updating techniques for unconstrained optimization.
by: Modarres, Farzin, et al.
Published: (2011)
by: Modarres, Farzin, et al.
Published: (2011)
Symmetric rank-one method and its modifications for unconstrained optimization
by: Moyi, Aliyu Usman
Published: (2014)
by: Moyi, Aliyu Usman
Published: (2014)
Generalized Barzilai and Borwein method for large-scale unconstrained optimization.
by: Koo, Boon Yuan
Published: (2011)
by: Koo, Boon Yuan
Published: (2011)
Scaled diagonal gradient-type method with extra update for large-scale unconstrained optimization
by: Farid, Mahboubeh, et al.
Published: (2013)
by: Farid, Mahboubeh, et al.
Published: (2013)
On a refinement of the convergence analysis for the new exact penalty function method for continuous inequality constrained optimization problem
by: Yu, Changjun, et al.
Published: (2012)
by: Yu, Changjun, et al.
Published: (2012)
Scaled memoryless BFGS preconditioned steepest descent method for very large-scale unconstrained optimization
by: Leong, Wah June, et al.
Published: (2009)
by: Leong, Wah June, et al.
Published: (2009)
A class of diagonally preconditioned limited memory BFGS method for large scale unconstrained optimization
by: Leong, Wah June, et al.
Published: (2009)
by: Leong, Wah June, et al.
Published: (2009)
Towards large scale unconstrained optimization
by: Abu Hassan, Malik
Published: (2007)
by: Abu Hassan, Malik
Published: (2007)
A NUMERICAL ALGORITHM FOR CONSTRAINED OPTIMAL CONTROL PROBLEMS
by: Zhao, B., et al.
Published: (2023)
by: Zhao, B., et al.
Published: (2023)
Similar Items
-
Convergence and Stability of Line Search Methods for Unconstrained Optimization
by: Leong, Wah, et al.
Published: (2013) -
Convergence and stability of line search methods for unconstrained optimization.
by: Leong, Wah June, et al.
Published: (2013) -
New BFGS method for unconstrained optimization problem based on modified Armijo line search
by: Wan, Zhong, et al.
Published: (2012) -
Efficient ODE-based methods for unconstrained optimization
by: Yap, Chui Ying, et al.
Published: (2018) -
The CG-BFGS method for unconstrained optimization problems
by: Ibrahim, Mohd Asrul Hery, et al.
Published: (2013)