Article ID: | iaor20042863 |
Country: | Netherlands |
Volume: | 120 |
Issue: | 1 |
Start Page Number: | 53 |
End Page Number: | 71 |
Publication Date: | Jan 2004 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Pardalos P.M., Huang H.X., Liang Z.A. |
A flow search approach is presented in this paper. In the approach, each iterative process involves a subproblem, whose variables are the stepsize parameters. Every feasible solution of the subproblem corresponds to some serial stages, the stepsize parameters in different search stages may interact mutually, and their optimal values are determined by evaluating the total effect of the interaction. The main idea of the flow search approach is illustrated via the minimization of a convex quadratic function. Based on the flow search approach, some properties of the