移动渐近线方法的一个全局收敛的修正多元版本

IF 1 4区数学 Q1 MATHEMATICS

Applicable Analysis and Discrete Mathematics Pub Date : 2021-01-01 DOI:10.2298/aadm190325033g

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。

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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

Applicable Analysis and Discrete Mathematics MATHEMATICS, APPLIED-MATHEMATICS

CiteScore

2.40

自引率

11.10%

发文量

审稿时长

>12 weeks

期刊介绍： Applicable Analysis and Discrete Mathematics is indexed, abstracted and cover-to cover reviewed in: Web of Science, Current Contents/Physical, Chemical & Earth Sciences (CC/PC&ES), Mathematical Reviews/MathSciNet, Zentralblatt für Mathematik, Referativny Zhurnal-VINITI. It is included Citation Index-Expanded (SCIE), ISI Alerting Service and in Digital Mathematical Registry of American Mathematical Society (http://www.ams.org/dmr/).