Computer Algebra and Line Search

Predrag Stanimirović (), Marko Miladinović () and Ivan M. Jovanović ()
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Predrag Stanimirović: University of Niš
Marko Miladinović: University of Niš
Ivan M. Jovanović: University of Belgrade

A chapter in Approximation and Computation, 2010, pp 425-438 from Springer

Abstract: Abstract We investigate symbolic transformations on unevaluated expressions representing objective functions to generate unevaluated composite objective functions required during the implementation of unconstrained nonlinear optimization methods based on exact line search. Using these transformations, we develop a MATHEMATICA implementation of the main nonlinear optimization methods. We also implement the same optimization methods using an approximate minimization rule as well as three inexact line search procedures. A comparison of the number of iterations and the CPU time between these five variations of optimization methods is presented.

Keywords: Line Search; Conjugate Gradient Method; Computer Algebra; Unconstrained Optimization; Computer Algebra System (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-1-4419-6594-3_28

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DOI: 10.1007/978-1-4419-6594-3_28

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