A globally convergent modified multivariate version of the method of moving asymptotes

DOI10.2298/AADM190325033GzbMath1499.49088OpenAlexW3206502566MaRDI QIDQ3390803

Allal Guessab, Abderrazak Driouch

Publication date: 25 March 2022

Published in: Applicable Analysis and Discrete Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2298/aadm190325033g

zbMATH Keywords

global convergencenonlinear optimizationmethod of moving asymptotesnon-convex

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods involving duality (49M29) Numerical methods based on nonlinear programming (49M37)

Related Items (2)

Two efficient modifications of AZPRP conjugate gradient method with sufficient descent property ⋮ A distributed proximal gradient method with time-varying delays for solving additive convex optimizations

Cites Work

• A literature survey of benchmark functions for global optimisation problems
• A moving asymptotes algorithm using new local convex approximation methods with explicit solutions
• A globally convergent modified version of the method of moving asymptotes
• Unnamed Item

This page was built for publication: A globally convergent modified multivariate version of the method of moving asymptotes