On a one-dimensional optimization problem derived from the efficiency analysis of Newton-PCG-like algorithms

التفاصيل البيبلوغرافية
العنوان: On a one-dimensional optimization problem derived from the efficiency analysis of Newton-PCG-like algorithms
المؤلفون: Ping Zhong, Naiyang Deng
المصدر: Journal of Computational and Applied Mathematics. 146(1):11-24
بيانات النشر: Elsevier BV, 2002.
سنة النشر: 2002
مصطلحات موضوعية: Optimization problem, Computation, Numerical analysis, Applied Mathematics, MathematicsofComputing_NUMERICALANALYSIS, Newton's method in optimization, Analytic expression, symbols.namesake, Computational Mathematics, Conjugate gradient method, Convergence (routing), One-dimensional optimization problem, symbols, Newton-PCG-like algorithm, Point (geometry), Algorithm, Newton's method, Mathematics
الوصف: The Newton-PCG (preconditioned conjugate gradient) like algorithms are usually very efficient. However, their efficiency is mainly supported by the numerical experiments. Recently, a new kind of Newton-PCG-like algorithms is derived in (J. Optim. Theory Appl. 105 (2000) 97; Superiority analysis on truncated Newton method with preconditioned conjugate gradient technique for optimization, in preparation) by the efficiency analysis. It is proved from the theoretical point of view that their efficiency is superior to that of Newton's method for the special cases where Newton's method converges with precise Q-order 2 and α(⩾2), respectively. In the process of extending such kind of algorithms to the more general case where Newton's method has no fixed convergence order, the first is to get the solutions to the one-dimensional optimization problems with many different parameter values of α. If these problems were solved by numerical method one by one, the computation cost would reduce the efficiency of the Newton-PCG algorithm, and therefore is unacceptable. In this paper, we overcome the difficulty by deriving an analytic expression of the solution to the one-dimensional optimization problem with respect to the parameter α.
تدمد: 0377-0427
DOI: 10.1016/s0377-0427(02)00414-4
الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::676f214b25d21d243745dc99665cc3d9Test
حقوق: OPEN
رقم الانضمام: edsair.doi.dedup.....676f214b25d21d243745dc99665cc3d9
قاعدة البيانات: OpenAIRE
الوصف
تدمد:03770427
DOI:10.1016/s0377-0427(02)00414-4