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New inexact line search method for unconstrained optimization

文献类型：期刊论文

作者Shi, ZJ; Shen, J
刊名JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
出版日期2005-11-01
卷号127期号:2页码:425-446
关键词unconstrained optimization inexact line search global convergence convergence rate
ISSN号0022-3239
DOI10.1007/s10957-005-6553-6
英文摘要We propose a new inexact line search rule and analyze the global convergence and convergence rate of related descent methods. The new line search rule is similar to the Armijo line-search rule and contains it as a special case. We can choose a larger stepsize in each line-search procedure and maintain the global convergence of related line-search methods. This idea can make us design new line-search methods in some wider sense. In some special cases, the new descent method can reduce to the Barzilai and Borewein method. Numerical results show that the new line-search methods are efficient for solving unconstrained optimization problems.
WOS研究方向Operations Research & Management Science ; Mathematics
语种英语
WOS记录号WOS:000233548200011
出版者SPRINGER/PLENUM PUBLISHERS
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/2252]  
专题中国科学院数学与系统科学研究院
通讯作者Shi, ZJ
作者单位1.Qufu Normal Univ, Coll Operat Res & Management, Shandong, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, Beijing, Peoples R China
3.Univ Michigan, Dept Comp & Informat Sci, Dearborn, MI USA
推荐引用方式
GB/T 7714		 Shi, ZJ,Shen, J. New inexact line search method for unconstrained optimization[J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,2005,127(2):425-446.
APA Shi, ZJ,&Shen, J.(2005).New inexact line search method for unconstrained optimization.JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,127(2),425-446.
MLA Shi, ZJ,et al."New inexact line search method for unconstrained optimization".JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS 127.2(2005):425-446.

入库方式： OAI收割

来源：数学与系统科学研究院

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