Time Series Forecasting: Initializing Line Search Methods for Unconstrained Optimization

Athanasia N. Papanikolaou (), Theodoula N. Grapsa (), Christina D. Nikolakakou () and George S. Androulakis ()
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Athanasia N. Papanikolaou: University of Patras, Department of Mathematics
Theodoula N. Grapsa: University of Patras, Department of Mathematics
Christina D. Nikolakakou: University of the Peloponnese, Department of Digital Systems
George S. Androulakis: University of Patras, Department of Business Administration

Chapter 21 in Convex and Variational Analysis with Applications, 2026, pp 475-494 from Springer

Abstract: Abstract Locating a good initial point for a local iterative optimization method is an important task since they are strongly dependent on it. In this paper, a pre-processing step that exploits time series forecasting is proposed to deal with this problem. The suggested step could work alongside any local method and has the advantage of increasing the percentage of initial points that lead to the global minimizer, as shown by the numerical results. The proposed technique is compared to the corresponding utilized local method for a variety of well-known, as well as randomly generated, test objective functions with promising performance.

Keywords: Unconstrained optimization; Time series forecasting; Global minimum; Local optimization methods; Initial point (search for similar items in EconPapers)
Date: 2026
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DOI: 10.1007/978-3-032-07860-5_21

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