Traversing non-convex regions
Bartholomew-Biggs, Michael, Beddiaf, Salah and Kane, Stephen
(2013)
Traversing non-convex regions.
Advanced Modeling and Optimization, 15 (2).
pp. 387-407.
ISSN 1841-4311
This paper considers a method for dealing with non-convex objective functions in optimization problems. It uses the Hessian matrix and combines features of trust-region techniques and continuous steepest descent trajectory-following in order to construct an algorithm which performs curvilinear searches away from the starting point of each iteration. A prototype implementation yields promising results
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Date Deposited | 15 May 2025 12:36 |
Last Modified | 30 May 2025 23:54 |
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