An efficient improvement of the Newton method for solving nonconvex optimization problems

سال انتشار: 1398
نوع سند: مقاله ژورنالی
زبان: انگلیسی
مشاهده: 117

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شناسه ملی سند علمی:

JR_CMDE-7-1_006

تاریخ نمایه سازی: 15 بهمن 1401

چکیده مقاله:

‎Newton method is one of the most famous numerical methods among the line search‎ ‎methods to minimize functions. ‎It is well known that the search direction and step length play important roles ‎in this class of methods to solve optimization problems. ‎In this investigation‎, ‎a new modification of the Newton method to solve ‎unconstrained optimization problems is presented‎. ‎The significant merit of the proposed method is that ‎the step length \alpha_k at each iteration is equal to ۱‎. ‎ Additionally, the convergence analysis for this iterative algorithm‎ ‎is established under suitable conditions‎. ‎Some illustrative examples are provided to show the validity and applicability of‎ ‎the presented method and a comparison is made with several other existing methods‎.

نویسندگان

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Department of Mathematics, Yazd University, P. O. Box ۸۹۱۹۵-۷۴, Yazd, Iran

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Department of Mathematics, Yazd University, P. O. Box ۸۹۱۹۵-۷۴, Yazd, Iran

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Department of Mathematics, Yazd University, P. O. Box ۸۹۱۹۵-۷۴, Yazd, Iran