On the convergence of the LJ search method |
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Authors: | G Gopalakrishnan Nair |
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Institution: | (1) Department of Mathematics, College of Engineering, Trivandrum, India |
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Abstract: | The convergence of the Luus-Jaakola search method for unconstrained optimization problems is established.Notation
E
n
Euclideann-space
- f
Gradient off(x)
- 2
f
Hessian matrix
- (·)
T
Transpose of (·)
-
I
Index set {1, 2, ...,n}
- x
i1
*(j)
]
Point around which search is made in the (j + 1)th iteration, i.e., x
1l
*(j)
,x
2l
*(j)
,...,x
n1
*(j)
]
-
r
i
(i)
Range ofx
il
*(i)
in the (j + 1)th iteration
-
l
1
mini {r
i
(0)
}
-
l
2
mini {r
i
(0)
}
-
A
j
Region of search in thejth iteration, i.e., {x E
n:x
il
*(j-1)
–0.5r
i
(j-1)
x
ix
il
*(j-1)
+0.5r
i
(j-1)
,i I}
-
S
j
Closed sphere with center origin and radius
j
-
Reduction factor in each iteration
-
1–
- (·)
Gamma function
Many discussions with Dr. S. N. Iyer, Professor of Electrical Engineering, College of Engineering, Trivandrum, India, are gratefully acknowledged. The author has great pleasure to thank Dr. K. Surendran, Professor, Department of Electrical Engineering, P.S.G. College of Technology, Coimbatore, India, for suggesting this work. |
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Keywords: | Optimal search techniques convergence proofs sufficient conditions Cantor's intersection theorem |
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