A NEW ADAPTIVE SUBSPACE MINIMIZATION THREE-TERM CONJUGATE GRADIENT ALGORITHM FOR UNCONSTRAINED OPTIMIZATION
文献类型：期刊论文
| 作者 | Zhang, Keke2; Liu, Hongwei2; Liu, Zexian1 |
| 刊名 | JOURNAL OF COMPUTATIONAL MATHEMATICS
 |
| 出版日期 | 2021 |
| 卷号 | 39期号:2页码:159-177 |
| 关键词 | Conjugate gradient method Nonmonotone line search Subspace minimization Sufficient descent condition Global convergence |
| ISSN号 | 0254-9409 |
| DOI | 10.4208/jcm.1907-m2018-0173 |
| 英文摘要 | A new adaptive subspace minimization three-term conjugate gradient algorithm with nonmonotone line search is introduced and analyzed in this paper. The search directions are computed by minimizing a quadratic approximation of the objective function on special subspaces, and we also proposed an adaptive rule for choosing different searching directions at each iteration. We obtain a significant conclusion that the each choice of the search directions satisfies the sufficient descent condition. With the used nonmonotone line search, we prove that the new algorithm is globally convergent for general nonlinear functions under some mild assumptions. Numerical experiments show that the proposed algorithm is promising for the given test problem set. |
| 资助项目 | National Science Foundation of China[11901561] ; China Postdoctoral Science Foundation[2019M660833] ; Guangxi Natural Science Foundation[2018GXNSFBA281180] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000587616400001 |
| 出版者 | GLOBAL SCIENCE PRESS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/52430]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Zhang, Keke |
| 作者单位 | 1.Chinese Acad Sci, State Key Lab Sci & Engn Comp, Inst Computat Math & Sci Engn Comp, AMSS, Beijing 100190, Peoples R China 2.Xidian Univ, Sch Math & Stat, Xian 710126, Peoples R China |
| 推荐引用方式 GB/T 7714 | Zhang, Keke,Liu, Hongwei,Liu, Zexian. A NEW ADAPTIVE SUBSPACE MINIMIZATION THREE-TERM CONJUGATE GRADIENT ALGORITHM FOR UNCONSTRAINED OPTIMIZATION[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,2021,39(2):159-177. |
| APA | Zhang, Keke,Liu, Hongwei,&Liu, Zexian.(2021).A NEW ADAPTIVE SUBSPACE MINIMIZATION THREE-TERM CONJUGATE GRADIENT ALGORITHM FOR UNCONSTRAINED OPTIMIZATION.JOURNAL OF COMPUTATIONAL MATHEMATICS,39(2),159-177. |
| MLA | Zhang, Keke,et al."A NEW ADAPTIVE SUBSPACE MINIMIZATION THREE-TERM CONJUGATE GRADIENT ALGORITHM FOR UNCONSTRAINED OPTIMIZATION".JOURNAL OF COMPUTATIONAL MATHEMATICS 39.2(2021):159-177. |
入库方式： OAI收割
来源：数学与系统科学研究院
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