A modified ODE-based algorithm for unconstrained optimization problems

作者：Ou, Yi-gui^*; Ma, Wei

来源：Numerical Algorithms, 2014, 65(2): 233-250.

DOI：10.1007/s11075-013-9703-1

• Unconstrained optimization
• Nonmonotone technique
• ODE-based methods
• IMPBOT algorithm
• Global convergence

This paper presents a modified ODE-based algorithm for unconstrained optimization problems. It combines the idea of IMPBOT algorithm with nonmonotone and subspace techniques. The main feature of this method is that at each iteration, a lower dimensional system of linear equations is solved to obtain a trial step. Under some standard assumptions, the method is proven to be globally convergent. Numerical results show the efficiency of this proposed method in practical computation.

• 出版日期2014-2
• 单位海南大学