عنوان
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A limited memory q-BFGS algorithm for unconstrained optimization problems
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نوع پژوهش
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مقاله چاپشده در مجلات علمی
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کلیدواژهها
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Unconstrained optimization · Large-scale optimization · Quasi-Newton method · Limited memory BFGS method
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چکیده
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A limited memory q-BFGS (Broyden–Fletcher–Goldfarb–Shanno) method is presented for solving unconstrained optimization problems. It is derived from a modified BFGS-type update using q-derivative (quantum derivative). The use of Jackson’s derivative is an effective mechanism for escaping from local minima. The q-gradient method is complemented to generate the parameter q for computing the step length in such a way that the search process gradually shifts from global in the beginning to almost local search in the end. Further, the global convergence is established under Armijo-Wolfe conditions even if the objective function is not convex. The numerical experiments show that proposed method is potentially efficient.
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پژوهشگران
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کین کیونگ لاس (نفر اول)، شاشی کنت میشرا (نفر دوم)، گیتانجلی پاندا (نفر سوم)، سورا منتی چاکرابورتی (نفر چهارم)، محمداسماعیل سامعی (نفر پنجم)، باهاگوات رام (نفر ششم به بعد)
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