Solving Large Scale Unconstrained Minimization Problems by a New ODE Numerical Integration Method

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DOI: 10.4236/am.2011.25069   PDF   HTML     5,286 Downloads   9,347 Views   Citations

Abstract

In reference [1], for large scale nonlinear equations , a new ODE solving method was given. This paper is a continuous work. Here has gradient structure i.e. , is a scalar function. The eigenvalues of the Jacobian of ; or the Hessian of , are all real number. So the new method is very suitable for this structure. For quadratic function the convergence was proved and the spectral radius of iteration matrix was given and compared with traditional method. Examples show for large scale problems (dimension ) the new method is very efficient.

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T. Han, X. Luo and Y. Han, "Solving Large Scale Unconstrained Minimization Problems by a New ODE Numerical Integration Method," Applied Mathematics, Vol. 2 No. 5, 2011, pp. 527-532. doi: 10.4236/am.2011.25069.

Conflicts of Interest

The authors declare no conflicts of interest.

References

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