A modified ODE-based algorithm for unconstrained optimization problems

Authors:
Yi-Gui Ou;Wei Ma
Affiliations:
Department of Applied Mathematics, Hainan University, Haikou, China 570228;Department of Applied Mathematics, Hainan University, Haikou, China 570228
Venue:
Numerical Algorithms
Year:
2014

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Abstract

This paper presents a modified ODE-based algorithm for unconstrained optimization problems. It combines the idea of IMPBOT algorithm with nonmonotone and subspace techniques. The main feature of this method is that at each iteration, a lower dimensional system of linear equations is solved to obtain a trial step. Under some standard assumptions, the method is proven to be globally convergent. Numerical results show the efficiency of this proposed method in practical computation.