A combined quasi-newton-type method using 4th-order directional derivatives for solving degenerate problems of unconstrained optimization

Abstract

A combined quasi-Newton method is presented for solving degenerate unconstrained optimization problems, based on orthogonal decomposition of the Hessian approximation matrix and division of the entire space into the sum of two orthogonal subspaces. On one subspace (the kernel of the Hessian approximation matrix), a method is applied where derivatives in the direction of the 4th order are computed, while on the orthogonal complement to it, a quasi-Newtonian method is applied. A separate one-dimensional search is applied on each of these subspaces to determine the step multiplier in the respective direction. The effectiveness of the presented combined method is confirmed by numerical experiments conducted on widely accepted test functions for unconstrained optimization problems. The proposed method allows obtaining fairly accurate solutions to test tasks in case of degeneracy of the minimum point with significantly lower computational costs for gradient calculations compared to optimization procedures of well-known mathematical packages.