| 一类新的自适应非单调谱投影梯度法 |
| |
| 引用本文： | 林骥,宇振盛.一类新的自适应非单调谱投影梯度法[J].上海理工大学学报,2009,31(2). |
| |
| 作者姓名： | 林骥 宇振盛 |
| |
| 作者单位： | 上海理工大学,理学院,上海,200093 |
| |
| 摘 要： | 给出了求解凸约束优化的一类新的自适应非单调谱投影梯度法.通过引入具有自适应性的权重参数,使算法在迭代过程中能自动调节非单调策略. 在适当条件下证明了算法的收敛性.数值试验结果表明,该算法在一定程度上能减少在线搜索过程中对非单调参数M的依赖.
|
| 关 键 词： | 约束优化 非单调线搜索 谱投影梯度法 自适应算法 |
New class of adaptive nonmonotone spectral projected gradient method |
| |
| LIN Ji,YU Zhen-sheng.New class of adaptive nonmonotone spectral projected gradient method[J].Journal of University of Shanghai For Science and Technology,2009,31(2). |
| |
| Authors: | LIN Ji YU Zhen-sheng |
| |
| Institution: | College of Science;University of Shanghai for Science and Technology;Shanghai 200093;China |
| |
| Abstract: | A new class of adaptive nonmonotone spectral projected gradient technique for convex constrained optimization was introduced.The main idea of the method is that a self-adaptive weight parameter which makes the algorithm be able to adjust the nonmonotone strategy automatically.The global convergence of the proposed algorithm under certain conditions was proved and the numerical tests show the algorithm can reduce the dependence on the nonmonotone parameter to some extend. |
| |
| Keywords: | constrained optimization nonmonotone line search spectral projected gradient method adaptive algorithm |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
| 点击此处可从《上海理工大学学报》浏览原始摘要信息 |
| 点击此处可从《上海理工大学学报》下载免费的PDF全文 |
