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Author:

Zhang, Haibin (Zhang, Haibin.) (Scholars:张海斌) | Deng, Naiyang (Deng, Naiyang.)

Indexed by:

EI Scopus SCIE

Abstract:

For unconstrained optimization, an inexact Newton algorithm is proposed recently, in which the preconditioned conjugate gradient method is applied to solve the Newton equations. In this paper, we improve this algorithm by efficiently using automatic differentiation and establish a new inexact Newton algorithm. Based on the efficiency coefficient defined by Brent, a theoretical efficiency ratio of the new algorithm to the old algorithm is introduced. It has been shown that this ratio is greater than 1, which implies that the new algorithm is always more efficient than the old one. Furthermore, this improvement is significant at least for some cases. This theoretical conclusion is supported by numerical experiments.

Keyword:

automatic differentiation cholesky factorization preconditioned conjugate gradient method unconstrained optimization Newton equation

Author Community:

  • [ 1 ] Beijing Univ Technol, Coll Appl Sci, Beijing 100022, Peoples R China
  • [ 2 ] China Agr Univ, Coll Sci, Beijing 100083, Peoples R China

Reprint Author's Address:

  • 张海斌

    [Zhang, Haibin]Beijing Univ Technol, Coll Appl Sci, Beijing 100022, Peoples R China

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Source :

JOURNAL OF GLOBAL OPTIMIZATION

ISSN: 0925-5001

Year: 2007

Issue: 2

Volume: 39

Page: 221-234

1 . 8 0 0

JCR@2022

ESI Discipline: ENGINEERING;

JCR Journal Grade:2

Cited Count:

WoS CC Cited Count: 3

SCOPUS Cited Count: 5

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 1

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