RT Journal Article
T1 Combining search directions using gradient flows
A1 Moguerza, Javier M.
A1 Prieto, Francisco J.
AB The 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 approximationsto 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 thegradient of a merit function and a direction of negative curvature, if it exists.We also show that the procedureis 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 smalltest problems from the CUTE collection.
PB Springer
SN 0025-5610
YR 2003
FD 2003-06
LK https://hdl.handle.net/10016/14909
UL https://hdl.handle.net/10016/14909
LA eng
NO The original publication is available at www.springerlink.com
NO Research supported by Spanish MEC grants BEC2000-0167 and PB98-0728
DS e-Archivo
RD 19 may. 2024