An efficient gradient flow method for unconstrained optimization

@inproceedings{Murray1998AnEG,
  title={An efficient gradient flow method for unconstrained optimization},
  author={Walter Murray and William Behrman},
  year={1998}
}
This dissertation presents a method for unconstrained optimization based upon approximating the gradient flow of the objective function. Under mild assumptions the method is shown to converge to a critical point from any initial point and to converge quadratically in the neighborhood of a solution. Two implementations of the method are presented, one using explicit Hessians and O(n) storage, the other using Hessian-vector products and O(n) storage. These implementations were written in ANSI… CONTINUE READING

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