Adaptive two-point stepsize gradient algorithm
文献类型：期刊论文
| 作者 | Dai, YH ; Zhang, HC
|
| 刊名 | NUMERICAL ALGORITHMS
 |
| 出版日期 | 2001-08-01 |
| 卷号 | 27期号:4页码:377-385 |
| 关键词 | unconstrained optimization steepest descent method two-point stepsize gradient method nonmonotone line search |
| ISSN号 | 1017-1398 |
| 英文摘要 | Combined with the nomnonotone line search, the two-point stepsize gradient method has successfully been applied for large-scale unconstrained optimization. However, the numerical performances of the algorithm heavily depend on M, one of the parameters in the nonmonotone line search, even for ill-conditioned problems. This paper proposes an adaptive nonmonotone line search. The two-point stepsize gradient method is shown to be globally convergent with this adaptive nonmonotone line search. Numerical results show that the adaptive nonmonotone line search is specially suitable for the two-point stepsize gradient method. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000173940200005 |
| 出版者 | KLUWER ACADEMIC PUBL |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/16553]  |
| 专题 | 计算数学与科学工程计算研究所 |
| 作者单位 | Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Dai, YH,Zhang, HC. Adaptive two-point stepsize gradient algorithm[J]. NUMERICAL ALGORITHMS,2001,27(4):377-385. |
| APA | Dai, YH,&Zhang, HC.(2001).Adaptive two-point stepsize gradient algorithm.NUMERICAL ALGORITHMS,27(4),377-385. |
| MLA | Dai, YH,et al."Adaptive two-point stepsize gradient algorithm".NUMERICAL ALGORITHMS 27.4(2001):377-385. |
入库方式： OAI收割
来源：数学与系统科学研究院
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