The global convergence of self-scaling bfgs algorithm with nonmonotone line search for unconstrained nonconvex optimization problems
文献类型：期刊论文
| 作者 | Yin, Hong Xia; Du, Dong Lei |
| 刊名 | Acta mathematica sinica-english series
 |
| 出版日期 | 2007-07-01 |
| 卷号 | 23期号:7页码:1233-1240 |
| 关键词 | Nonmonotone line search Self-scaling bfgs method Global convergence |
| ISSN号 | 1439-8516 |
| DOI | 10.1007/s10114-005-0837-5 |
| 通讯作者 | Yin, hong xia(hxyin@gscas.ac.cn) |
| 英文摘要 | The self-scaling quasi-newton method solves an unconstrained optimization problem by scaling the hessian approximation matrix before it is updated at each iteration to avoid the possible large eigenvalues in the hessian approximation matrices of the objective function. it has been proved in the literature that this method has the global and superlinear convergence when the objective function is convex (or even uniformly convex). we propose to solve unconstrained nonconvex optimization problems by a self-scaling bfgs algorithm with nonmonotone linear search. nonmonotone line search has been recognized in numerical practices as a competitive approach for solving large-scale nonlinear problems. we consider two different nonmonotone line search forms and study the global convergence of these nonmonotone self-scale bfgs algorithms. we prove that, under some weaker condition than that in the literature, both forms of the self-scaling bfgs algorithm are globally convergent for unconstrained nonconvex optimization problems. |
| WOS关键词 | NEWTON METHOD ; EXPERIENCE |
| WOS研究方向 | Mathematics |
| WOS类目 | Mathematics, Applied ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000247410700007 |
| 出版者 | SPRINGER HEIDELBERG |
| URI标识 | http://www.irgrid.ac.cn/handle/1471x/2380330 |
| 专题 | 中国科学院大学 |
| 通讯作者 | Yin, Hong Xia |
| 作者单位 | 1.Chinese Acad Sci, Grad Univ, Chinese Acad Sci Res Ctr Data Technol & Knowledge, Dept Math, Beijing 100049, Peoples R China 2.Univ New Brunswick, Fac Adm, Fredericton, NB E3B 5A3, Canada |
| 推荐引用方式 GB/T 7714 | Yin, Hong Xia,Du, Dong Lei. The global convergence of self-scaling bfgs algorithm with nonmonotone line search for unconstrained nonconvex optimization problems[J]. Acta mathematica sinica-english series,2007,23(7):1233-1240. |
| APA | Yin, Hong Xia,&Du, Dong Lei.(2007).The global convergence of self-scaling bfgs algorithm with nonmonotone line search for unconstrained nonconvex optimization problems.Acta mathematica sinica-english series,23(7),1233-1240. |
| MLA | Yin, Hong Xia,et al."The global convergence of self-scaling bfgs algorithm with nonmonotone line search for unconstrained nonconvex optimization problems".Acta mathematica sinica-english series 23.7(2007):1233-1240. |
入库方式： iSwitch采集
来源：中国科学院大学
浏览0
下载0
收藏0
其他版本
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。