A new minimum curvator multi-step method for unconstrained optimization

Multistep quasi-Newton methods for optimization were derived by J. A. Ford and I. A. Moghrabi [J. Comput. Appl. Math. 50, No. 1-3, 305-323 (1994; Zbl 0807.65062)], where it was shown how an interpolation in the variable-space could be used to generate “better” Hessian approximations. The work presen...

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محفوظ في:
التفاصيل البيبلوغرافية
المؤلف الرئيسي: Obeid, Samir (author)
مؤلفون آخرون: Moghrabi, I.A.R. (author)
التنسيق: conferenceObject
منشور في: 1998
الوصول للمادة أونلاين:http://hdl.handle.net/10725/8066
http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php
https://books.google.com.lb/books?hl=en&lr=&id=GyWhTtLf4-wC&oi=fnd&pg=PA319&dq=A+new+minimum+curvator+multi-step+method+for+unconstrained+optimization&ots=id6W8WnguM&sig=1Oxmn4g5PaYGfxcg5VLnsW8Di00&redir_esc=y#v=onepage&q=A%20new%20minimum%20curvator%20multi-step%20method%20for%20unconstrained%20optimization&f=false
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author Obeid, Samir
author2 Moghrabi, I.A.R.
author2_role author
author_facet Obeid, Samir
Moghrabi, I.A.R.
author_role author
dc.creator.none.fl_str_mv Obeid, Samir
Moghrabi, I.A.R.
dc.date.none.fl_str_mv 1998
2018-06-20T07:46:45Z
2018-06-20T07:46:45Z
2018-06-20
dc.identifier.none.fl_str_mv 90-6764-279-7
http://hdl.handle.net/10725/8066
MOGHRABI, I., & OBEID, S. (1998). A New Minimum Curvature Multi-Step Method for Unconstrained Optimization. In Proceedings of the Eighth International Colloquium on Differential Equations: Plovdiv, Bulgaria, 18-23 August, 1997 (Vol. 6, p. 319). Vsp.
http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php
https://books.google.com.lb/books?hl=en&lr=&id=GyWhTtLf4-wC&oi=fnd&pg=PA319&dq=A+new+minimum+curvator+multi-step+method+for+unconstrained+optimization&ots=id6W8WnguM&sig=1Oxmn4g5PaYGfxcg5VLnsW8Di00&redir_esc=y#v=onepage&q=A%20new%20minimum%20curvator%20multi-step%20method%20for%20unconstrained%20optimization&f=false
dc.language.none.fl_str_mv en
dc.rights.*.fl_str_mv info:eu-repo/semantics/openAccess
dc.title.none.fl_str_mv A new minimum curvator multi-step method for unconstrained optimization
dc.type.none.fl_str_mv Conference Paper / Proceeding
info:eu-repo/semantics/publishedVersion
info:eu-repo/semantics/conferenceObject
description Multistep quasi-Newton methods for optimization were derived by J. A. Ford and I. A. Moghrabi [J. Comput. Appl. Math. 50, No. 1-3, 305-323 (1994; Zbl 0807.65062)], where it was shown how an interpolation in the variable-space could be used to generate “better” Hessian approximations. The work presented by J. A. Ford and I. A. Moghrabi [Comput. Math. Appl. 31, No. 4-5, 179-186 (1996; Zbl 0874.65046)] concentrated a choice of the curve parameters that ensure a “smooth” interpolation. In this paper, we carry on with a similar idea and define a rational model with a free parameter. Our derivation of the new algorithm is based on determining some value of the parameter that minimizes the curvature in some chosen metric. It is shown how such value can be “cheaply” calculated at each iteration. Numerical comparison between the new algorithm and other multistep algorithms reveal the merits of the new approach.
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MOGHRABI, I., & OBEID, S. (1998). A New Minimum Curvature Multi-Step Method for Unconstrained Optimization. In Proceedings of the Eighth International Colloquium on Differential Equations: Plovdiv, Bulgaria, 18-23 August, 1997 (Vol. 6, p. 319). Vsp.
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spelling A new minimum curvator multi-step method for unconstrained optimizationObeid, SamirMoghrabi, I.A.R.Multistep quasi-Newton methods for optimization were derived by J. A. Ford and I. A. Moghrabi [J. Comput. Appl. Math. 50, No. 1-3, 305-323 (1994; Zbl 0807.65062)], where it was shown how an interpolation in the variable-space could be used to generate “better” Hessian approximations. The work presented by J. A. Ford and I. A. Moghrabi [Comput. Math. Appl. 31, No. 4-5, 179-186 (1996; Zbl 0874.65046)] concentrated a choice of the curve parameters that ensure a “smooth” interpolation. In this paper, we carry on with a similar idea and define a rational model with a free parameter. Our derivation of the new algorithm is based on determining some value of the parameter that minimizes the curvature in some chosen metric. It is shown how such value can be “cheaply” calculated at each iteration. Numerical comparison between the new algorithm and other multistep algorithms reveal the merits of the new approach.N/A2018-06-20T07:46:45Z2018-06-20T07:46:45Z19982018-06-20Conference Paper / Proceedinginfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/conferenceObject90-6764-279-7http://hdl.handle.net/10725/8066MOGHRABI, I., & OBEID, S. (1998). A New Minimum Curvature Multi-Step Method for Unconstrained Optimization. In Proceedings of the Eighth International Colloquium on Differential Equations: Plovdiv, Bulgaria, 18-23 August, 1997 (Vol. 6, p. 319). Vsp.http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.phphttps://books.google.com.lb/books?hl=en&lr=&id=GyWhTtLf4-wC&oi=fnd&pg=PA319&dq=A+new+minimum+curvator+multi-step+method+for+unconstrained+optimization&ots=id6W8WnguM&sig=1Oxmn4g5PaYGfxcg5VLnsW8Di00&redir_esc=y#v=onepage&q=A%20new%20minimum%20curvator%20multi-step%20method%20for%20unconstrained%20optimization&f=falseeninfo:eu-repo/semantics/openAccessoai:laur.lau.edu.lb:10725/80662021-03-19T10:43:08Z
spellingShingle A new minimum curvator multi-step method for unconstrained optimization
Obeid, Samir
status_str publishedVersion
title A new minimum curvator multi-step method for unconstrained optimization
title_full A new minimum curvator multi-step method for unconstrained optimization
title_fullStr A new minimum curvator multi-step method for unconstrained optimization
title_full_unstemmed A new minimum curvator multi-step method for unconstrained optimization
title_short A new minimum curvator multi-step method for unconstrained optimization
title_sort A new minimum curvator multi-step method for unconstrained optimization
url http://hdl.handle.net/10725/8066
http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php
https://books.google.com.lb/books?hl=en&lr=&id=GyWhTtLf4-wC&oi=fnd&pg=PA319&dq=A+new+minimum+curvator+multi-step+method+for+unconstrained+optimization&ots=id6W8WnguM&sig=1Oxmn4g5PaYGfxcg5VLnsW8Di00&redir_esc=y#v=onepage&q=A%20new%20minimum%20curvator%20multi-step%20method%20for%20unconstrained%20optimization&f=false