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作者:

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

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EI Scopus SCIE

摘要:

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.

关键词:

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

作者机构:

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

通讯作者信息:

  • 张海斌

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

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来源 :

JOURNAL OF GLOBAL OPTIMIZATION

ISSN: 0925-5001

年份: 2007

期: 2

卷: 39

页码: 221-234

1 . 8 0 0

JCR@2022

ESI学科: ENGINEERING;

JCR分区:2

被引次数:

WoS核心集被引频次: 3

SCOPUS被引频次: 5

ESI高被引论文在榜: 0 展开所有

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中文被引频次:

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