Convergence of nonmonotone line search method
文献类型：期刊论文
| 作者 | Shi, ZJ; Shen, J |
| 刊名 | JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
 |
| 出版日期 | 2006-09-01 |
| 卷号 | 193期号:2页码:397-412 |
| 关键词 | unconstrained optimization general line search method nonmonotone line search convergence |
| ISSN号 | 0377-0427 |
| DOI | 10.1016/j.cam.2005.06.033 |
| 英文摘要 | In this paper, we develop a new nonmonotone line search for general line search method and establish some global convergence theorems. The new nonmonotone line search is a novel form of the nonmonotone Armijo line search and allows one to choose a larger step size at each iteration, which is available in constructing new line search methods and possibly reduces the function evaluations at each iteration. Moreover, we analyze the convergence rate of some special line search methods with the new line search. Preliminary numerical results show that some line search methods with the new nonmonotone line search are available and efficient in practical computation. (c) 2005 Elsevier B.V. All rights reserved. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000238003500002 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/3000]  |
| 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 276826, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, Beijing 100080, Peoples R China 3.Univ Michigan, Dept Comp & Informat Sci, Dearborn, MI 48128 USA |
| 推荐引用方式 GB/T 7714 | Shi, ZJ,Shen, J. Convergence of nonmonotone line search method[J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2006,193(2):397-412. |
| APA | Shi, ZJ,&Shen, J.(2006).Convergence of nonmonotone line search method.JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,193(2),397-412. |
| MLA | Shi, ZJ,et al."Convergence of nonmonotone line search method".JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS 193.2(2006):397-412. |
入库方式： OAI收割
来源：数学与系统科学研究院
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