On the nonmonotone line search
文献类型：期刊论文
| 作者 | Dai, YH
|
| 刊名 | JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
 |
| 出版日期 | 2002-02-01 |
| 卷号 | 112期号:2页码:315-330 |
| 关键词 | unconstrained optimization uniform convexity Armijo line search nonmonotone line search R-linear convergence |
| ISSN号 | 0022-3239 |
| 英文摘要 | The technique of nonmonotone line search has received many successful applications and extensions in nonlinear optimization. This paper provides some basic analyses of the nonmonotone line search. Specifically, we analyze the nonmonotone line search methods for general nonconvex functions along different lines. The analyses are helpful in establishing the global convergence of a nonmonotone line search method under weaker conditions on the search direction. We explore also the relations between nonmonotone line search and R-linear convergence assuming that the objective function is uniformly convex. In addition, by taking the inexact Newton method as an example, we observe a numerical drawback of the original nonmonotone line search and suggest a standard Armijo line search when the nonmonotone line search condition is not satisfied by the prior trial steplength. The numerical results show the usefulness of such suggestion for the inexact Newton method. |
| 语种 | 英语 |
| WOS记录号 | WOS:000173971200004 |
| 出版者 | KLUWER ACADEMIC/PLENUM PUBL |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/17360]  |
| 专题 | 计算数学与科学工程计算研究所 |
| 通讯作者 | Dai, YH |
| 作者单位 | Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing, Peoples R China |
| 推荐引用方式 GB/T 7714 | Dai, YH. On the nonmonotone line search[J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,2002,112(2):315-330. |
| APA | Dai, YH.(2002).On the nonmonotone line search.JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,112(2),315-330. |
| MLA | Dai, YH."On the nonmonotone line search".JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS 112.2(2002):315-330. |
入库方式： OAI收割
来源：数学与系统科学研究院
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