A Hybrid Second-Order Method for Homogenous Polynomial Optimization over Unit Sphere  

作　　者：Yi-Ju Wang Guang-Lu Zhou 

机构地区：[1]School of Management Science,Qufu Normal University,Rizhao 276800,Shandong,China [2]Department of Mathematics and Statistics,Curtin University,Perth,Western Australia,Australia

出　　处：《Journal of the Operations Research Society of China》2017年第1期99-109,共11页中国运筹学会会刊（英文）

基　　金：the National Natural Science Foundation of China(No.11671228).

摘　　要：In this paper, we propose a hybrid second-order method for homogenouspolynomial optimization over the unit sphere in which the new iterate is generated byemploying the second-order information of the objective function. To guarantee theconvergence, we recall the shifted power method when the second-order method doesnot make an improvement to the objective function. As the Hessian of the objectivefunction can easily be computed and no line search is involved in the second-orderiterative step, the method is not time-consuming. Further, the new iterate is generatedin a relatively larger region and thus the global maximum can be likely obtained. Thegiven numerical experiments show the efficiency of the proposed method.

关 键 词：Second order Homogenous polynomial MAXIMUM 

分 类 号：G63[文化科学—教育学]