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Optimization via Chebyshev Polynomials
Elgindy, Kareem T....

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Optimization via Chebyshev Polynomials by Elgindy, Kareem T. ( Author )
Lemonjar Open Access
N.A
02-03-2016
This paper presents for the first time a robust exact line-search method based on a full pseudospectral (PS) numerical scheme employing orthogonal polynomials. The proposed method takes on an adaptive search procedure and combines the superior accuracy of Chebyshev PS approximations with the high-order approximations obtained through Chebyshev PS differentiation matrices (CPSDMs). In addition, the method exhibits quadratic convergence rate by enforcing an adaptive Newton search iterative scheme. A rigorous error analysis of the proposed method is presented along with a detailed set of pseudocodes for the established computational algorithms. Several numerical experiments are conducted on one- and multi-dimensional optimization test problems to illustrate the advantages of the proposed strategy.
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Article
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36.88 KB
English
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MYR 0.01
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https://arxiv.org/abs/1603.00863
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