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Methods of feasible directions with increased gradient memory

Authors: Gerard G. L. Meyer;

Methods of feasible directions with increased gradient memory

Abstract

The class of feasible directions methods is a powerful tool for solving constrained minimization problems, min-max problems, and unconstrained minimization problems in the absence of continuity of the gradient. The different versions proposed either involve all the gradients and do not require "antizigzagging precautions" or involve only the constraints in a neighborhood of the current feasible point and do require "antizigzagging precautions" [i-i0]. This paper considers the class of feasible directions methods which do require "antizigzagging precautions". Such methods require that at each iteration the gradient of the cost function, the gradients of the active constraints, and the gradients of the "almost" active constraints be evaluated. The method we propose only requires that at each iteration, the gradient of the cost function and the gradient of the active constraints, be recomputed, and we use the previously computed gradients of the almost active constraints, provided that these gradients are not too "old". This results in a considerable saving of computational time when the constraint functions are complicated.

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
1
Average
Average
Average
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