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A Hybrid Second-Order Method for Homogenous Polynomial Optimization over Unit Sphere

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摘要 In this paper, we propose a hybrid second-order method for homogenouspolynomial optimization over the unit sphere in which the new iterate is generated byemploying the second-order information of the objective function. To guarantee theconvergence, we recall the shifted power method when the second-order method doesnot make an improvement to the objective function. As the Hessian of the objectivefunction can easily be computed and no line search is involved in the second-orderiterative step, the method is not time-consuming. Further, the new iterate is generatedin a relatively larger region and thus the global maximum can be likely obtained. Thegiven numerical experiments show the efficiency of the proposed method.
出处 《Journal of the Operations Research Society of China》 EI CSCD 2017年第1期99-109,共11页 中国运筹学会会刊(英文)
基金 the National Natural Science Foundation of China(No.11671228).
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