中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
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
DOI10.1016/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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