Publication:
Combining search directions using gradient flows

Simple item page
dc.affiliation.dptoUC3M. Departamento de Estadísticaes
dc.contributor.authorMoguerza, Javier M.
dc.contributor.authorPrieto, Francisco J.
dc.date.accessioned2012-07-13T11:13:39Z
dc.date.available2012-07-13T11:13:39Z
dc.date.issued2003-06
dc.descriptionThe original publication is available at www.springerlink.com
dc.description.abstractThe efficient combination of directions is a significant problem in line search methods that either use negative curvature, or wish to include additional information such as the gradient or different approximations to the Newton direction. In this paper we describe a new procedure to combine several of these directions within an interior-point primal-dual algorithm. Basically, we combine in an efficient manner a modified Newton direction with the gradient of a merit function and a direction of negative curvature, if it exists.We also show that the procedure is well-defined, and it has reasonable theoretical properties regarding the rate of convergence of the method. We also present numerical results from an implementation of the proposed algorithm on a set of small test problems from the CUTE collection.
dc.description.sponsorshipResearch supported by Spanish MEC grants BEC2000-0167 and PB98-0728
dc.description.statusPublicado
dc.format.mimetypeapplication/pdf
dc.identifier.bibliographicCitationMathematical Programming A, 2003, v. 96, n. 3, p. 529-559
dc.identifier.doi10.1007/s10107-002-0367-1
dc.identifier.issn0025-5610
dc.identifier.publicationfirstpage529
dc.identifier.publicationissue3
dc.identifier.publicationlastpage559
dc.identifier.publicationtitleaMathematical Programming A
dc.identifier.publicationvolume96
dc.identifier.urihttps://hdl.handle.net/10016/14909
dc.language.isoeng
dc.publisherSpringer
dc.relation.publisherversionhttp://dx.doi.org/10.1007/s10107-002-0367-1
dc.rights.accessRightsopen access
dc.subject.ecienciaEstadística
dc.subject.otherNegative curvature
dc.subject.otherPrimal-dual methods
dc.subject.otherInterior-point methods
dc.subject.otherNonconvex optimization
dc.subject.otherLine searches
dc.titleCombining search directions using gradient flows
dc.typeresearch article*
dc.type.hasVersionAM*
dspace.entity.typePublication
Files
Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
combining_prieto_MP_2003_ps.pdf
Size:
171.34 KB
Format:
Adobe Portable Document Format
Download
Collections
DES - Artículos de Revistas