Convergence of quasi-Newton method with new inexact line search
文献类型：期刊论文
| 作者 | Shi, ZJ |
| 刊名 | JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS
 |
| 出版日期 | 2006-03-01 |
| 卷号 | 315期号:1页码:120-131 |
| 关键词 | unconstrained optimization quasi-Newton method inexact line search convergence |
| ISSN号 | 0022-247X |
| DOI | 10.1016/j.jmaa.2005.05.077 |
| 英文摘要 | Quasi-Newton method is a well-known effective method for solving optimization problems. Since it is a line search method, which needs a line search procedure after determining a search direction at each iteration, we must decide a line search rule to choose a step size along a search direction. In this paper, we propose a new inexact line search rule for quasi-Newton method and establish some global convergent results of this method. These results are useful in designing new quasi-Newton methods. Moreover, we analyze the convergence rate of quasi-Newton method with the new line search rule. (c) 2005 Elsevier Inc. All rights reserved. |
| 语种 | 英语 |
| WOS记录号 | WOS:000235104500010 |
| 出版者 | ACADEMIC PRESS INC ELSEVIER SCIENCE |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/3060]  |
| 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, Inst Computat Math & Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Shi, ZJ. Convergence of quasi-Newton method with new inexact line search[J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS,2006,315(1):120-131. |
| APA | Shi, ZJ.(2006).Convergence of quasi-Newton method with new inexact line search.JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS,315(1),120-131. |
| MLA | Shi, ZJ."Convergence of quasi-Newton method with new inexact line search".JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS 315.1(2006):120-131. |
入库方式： OAI收割
来源：数学与系统科学研究院
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