移动渐近线方法的一个全局收敛的修正多元版本

IF 16.4 1区 化学 Q1 CHEMISTRY, MULTIDISCIPLINARY
A. Guessab, Abderrazak Driouch
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引用次数: 2

摘要

在本文中,我们介绍了我们之前的论文的一个扩展,一个全局收敛版本的移动渐近线的方法,在一个多变量设置。所提出的多元版本是一种新方法的全局收敛结果,该方法由移动渐近线方法的改进版本的解迭代组成。结果表明,所生成的算法具有良好的性能。给出了保证该方法几何收敛的条件。所得到的算法进行了数值测试,并与几种已知的方法进行了比较。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A globally convergent modified multivariate version of the method of moving asymptotes
In this paper, we introduce an extension of our previous paper, A globally convergent version to the Method of Moving Asymptotes, in a multivariate setting. The proposed multivariate version is a globally convergent result for a new method, which consists iteratively of the solution of a modified version of the method of moving asymptotes. It is shown that the algorithm generated has some desirable properties. We state the conditions under which the present method is guaranteed to converge geometrically. The resulting algorithms are tested numerically and compared with several well-known methods.
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来源期刊
Accounts of Chemical Research
Accounts of Chemical Research 化学-化学综合
CiteScore
31.40
自引率
1.10%
发文量
312
审稿时长
2 months
期刊介绍: Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.
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