| 一类新的非单调线性搜索BFGS算法 |
| |
| 引用本文： | 张静.一类新的非单调线性搜索BFGS算法[J].河北师范大学学报(自然科学版),2009,33(3). |
| |
| 作者姓名： | 张静 |
| |
| 作者单位： | 北京联合大学,基础部,北京,100101 |
| |
| 摘 要： | 研究了一类非单调线搜索在解无约束优化问题BFGS算法中的应用.该类非单调线搜索属于Armijo型线搜索,并且在每次迭代计算步长时,初始测试步长可根据目标函数的特征进行调整.证明了本算法全局收敛性,通过对公共优化测试函数的实验,表明了算法的稳健性和有效性.
|
| 关 键 词： | 无约束最优化 非单调线搜索 BFGS算法 全局收敛性 |
A New Nonmonotone Line Search BFGS Algorithm |
| |
| ZHANG Jing.A New Nonmonotone Line Search BFGS Algorithm[J].Journal of Hebei Normal University,2009,33(3). |
| |
| Authors: | ZHANG Jing |
| |
| Institution: | Department of Basic Courses;Beijing Union University;Beijing 100101;China |
| |
| Abstract: | The application of a kind of nonmonotone line search in BFGS algorithm for solving unconstrained optimization problems is studied.This nonmonotone line search belongs to Armijo-type line searches,and when the step size is being computed at each iteration,the initial test step size can be adjusted according to the characteristics of objective functions.The global convergence of the algorithm is proved.Experiments on some well-known optimization test problems are presented to show the robustness and efficienc... |
| |
| Keywords: | unconstrained optimization nonmonotone line search BFGS algorithm global convergence |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
