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Boosting search by rare events
Random search algorithm combination nonequilibrium random random algorithm
2015/8/21
Randomized search algorithms for hard combinatorial problems exhibit a large variability of per- formances. We study the different types of rare events which occur in such out-of-equilibrium stochasti...
A Nonlinear Conjugate Gradient Algorithm with An Optimal Property and An Improved Wolfe Line Search
conjugate gradient method memoryless BFGS method unconstrained optimization global convergence Wolfe line search
2012/8/10
In this paper, we seek the conjugate gradient direction closest to the direction of the
scaled memoryless BFGS method and propose a family of conjugate gradient methods for
unconstrained optimizatio...
AN SQP ALGORITHM WITH NONMONOTONE LINE SEARCH FOR GENERAL NONLINEARCONSTRAINED OPTIMIZATION PROBLEM
2007/12/11
In this paper, an SQP type algorithm with a new nonmonotone line search
technique for general constrained optimization problems is presented.
The new algorithm does not have to solve the second orde...
The Global Convergence of Self-scale BFGS Algorithm with Nonmonotone Line Search for Unconstrained Nonconvex Optimization Problems
nonmonotone line search self-scaling BFGS method global convergence
2007/12/11
The self-scaling quasi-Newton method solves an unconstrained optimization problem by scaling the Hessian approximation matrix before it is updated at each iteration to avoid the possible large eigenva...