Correlation and realization of quasi-Newton methods of absolute optimization

Correlation and realization of quasi-Newton methods of absolute optimization

Newton and quasi-Newton methods of absolute optimization based on Cholesky factorization with adaptive step and finite difference approximation of the first and the second derivatives. In order to raise effectiveness of the quasi-Newton methods a modified version of Cholesky decomposition of quasi-N...

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Bibliographic Details
Main Authors: Anastasiya Borisovna Sviridenko, Gennadiy Anatolievich Zelenkov
Format: Article
Language:Russian
Published: Institute of Computer Science 2016-02-01
Series:Компьютерные исследования и моделирование
Subjects:
Newton methods
quasi-Newton methods
Cholesky factorization
step scaling
method of confidence neighborhoods
finite difference approximation
algorithm
numerical research
absolute optimization
Online Access:http://crm.ics.org.ru/uploads/crmissues/crm_2016_1/16.0805.pdf

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http://crm.ics.org.ru/uploads/crmissues/crm_2016_1/16.0805.pdf

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