Nonlinear Optimization
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In this paper we study new preconditioners to be used within the nonlinear conjugate gradient (NCG) method, for large scale unconstrained optimization. The rationale behind our proposal draws inspiration from quasi-Newton updates, and its aim is to possibly approximate in some sense the inverse of...
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This paper includes a twofold result for the Nonlinear Conjugate Gradient (NCG) method, in large scale unconstrained optimization. First we consider a theoretical analysis, where preconditioning is embedded in a strong convergence framework of an NCG method from the literature. Mild conditions to...
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A greedy randomized adaptive search procedure (GRASP) is an itera- tive multistart metaheuristic for difficult combinatorial optimization problems. Each GRASP iteration consists of two phases: a construction phase, in which a feasible solution is produced, and a local search phase, in which a local...