التفاصيل البيبلوغرافية
| العنوان: |
Newton-explicit group solution with Lagrangian multiplier approach for solving large-scale nonlinear constrained optimization problems. |
| المؤلفون: |
Cheng, Peng, Sulaiman, Jumat, Ghazali, Khadizah, Ali, Majid Khan Majahar, Xu, Ming Ming |
| المصدر: |
AIP Conference Proceedings; 2024, Vol. 3150 Issue 1, p1-9, 9p |
| مصطلحات موضوعية: |
NEWTON-Raphson method, HESSIAN matrices, GAUSS-Seidel method, LINEAR systems |
| مستخلص: |
The main purpose of this paper is to establish an improved Newton iteration method for solving large-scale nonlinear constrained optimization problems. The proposed method simplifies the calculation of the Newton iteration direction in the form of a large-scale Hessian matrix to treat the nonlinear constrained optimization problems into the corresponding unconstrained optimization problems via the Lagrangian multiplier method. Due to the advantage of the block iteration method, the formulation of the proposed method combines the Newton iteration and the four-point Explicit Group Gauss-Seidel (4EGGS) iterative method namely as Newton-4EGGS iteration for solving the generated linear system during the implementation of inner iteration process. To illustrate the efficient calculation of the proposed method, the formulation and implementation of Newton-Gauss-Seidel (Newton-GS) and two-point Newton-Explicit Group Gauss-Seidel (Newton-2EGGS) iterative methods are also presented. Finally, numerical experiments have revealed its superiority with lesser iteration and faster time taken as compared with other two iterative methods. [ABSTRACT FROM AUTHOR] |
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| قاعدة البيانات: |
Complementary Index |
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