Positive bases in numerical optimization

被引：28

作者：

Coope, ID ^{[1
]}

Price, CJ ^{[1
]}

机构：

[1] Univ Canterbury, Dept Math & Stat, Christchurch 1, New Zealand

来源：

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2002年 / 21卷 / 02期

关键词：

positive bases; numerical optimization;

D O I：

10.1023/A:1013760716801

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

The theory of positive bases introduced by C. Davis in 1954 does not appear in most modern texts on linear algebra but has re-emerged in publications in optimization journals. In this paper some simple properties of this highly useful theory are highlighted and applied to both theoretical and practical aspects of the design and implementation of numerical algorithms for nonlinear optimization.

引用

页码：169 / 175

页数：7

共 12 条

[1]

BYATT D, 2000, THESIS U CANTERBURY

[2] Frame based methods for unconstrained optimization [J].

Coope, ID ;

Price, CJ .

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2000, 107 (02) :261-274

[3] On the convergence of grid-based methods for unconstrained optimization [J].

Coope, ID ;

Price, CJ .

SIAM JOURNAL ON OPTIMIZATION, 2001, 11 (04) :859-869

[4]

Coope ID, 2000, ANZIAM J, V42, pC478

[5]

Davis C., 1954, American Journal of Mathematics, V76, P733, DOI [10.2307/2372648, DOI 10.2307/2372648]

[6]

HOOKE R, 1961, J ACM, V8, P212, DOI 10.1145/321062.321069

[7] Pattern search algorithms for bound constrained minimization [J].

Lewis, RM ;

Torczon, V .

SIAM JOURNAL ON OPTIMIZATION, 1999, 9 (04) :1082-1099

[8]

LEWIS RM, 1996, CR201628 NASA LANGL

[9]

MORE JJ, 1981, ACM T MATH SOFTWARE, V7, P17, DOI 10.1145/355934.355936

[10]

Nocedal J., 1999, NUMERICAL OPTIMIZATI, DOI [10.1007/b98874, DOI 10.1007/B98874]

← 1 2 →