| GLOBAL COVERGENCE OF THE NON-QUASI-NEWTON METHOD FOR UNCONSTRAINED OPTIMIZATION PROBLEMS |
| |
| 引用本文： | Liu Hongwei Wang Mingjie Li Jinshan Zhang Xiangsun. GLOBAL COVERGENCE OF THE NON-QUASI-NEWTON METHOD FOR UNCONSTRAINED OPTIMIZATION PROBLEMS[J]. 高校应用数学学报(英文版), 2006, 21(3): 276-288. DOI: 10.1007/s11766-003-0004-7 |
| |
| 作者姓名： | Liu Hongwei Wang Mingjie Li Jinshan Zhang Xiangsun |
| |
| 作者单位： | [1]School of Economics, Renmin University of China, Beijing 100872, China [2]Department of Mathematics, Capital NormaIUniversity, Beijing 100037, China [3]Institute of Applied Mathematics, Academy of Mathematics ＆ Systems Science, Chinese Academy of Sciences, Beijing 100080, China |
| |
| 摘 要： | In this paper, the non-quasi-Newton＇s family with inexact line search applied to unconstrained optimization problems is studied. A new update formula for non-quasi-Newton＇s family is proposed. It is proved that the constituted algorithm with either Wolfe-type or Armijotype line search converges globally and Q-superlinearly if the function to be minimized has Lipschitz continuous gradient.
|
| 关 键 词： | 非准牛顿法 不精确线性搜索 整体收敛 非限制最优化 |
| 收稿时间： | 2005-08-08 |
Global convergence of the non-quasi-newton method for unconstrained optimization problems |
| |
| Liu Hongwei,Wang Mingjie,Li Jinshan,Zhang Xiangsun. Global convergence of the non-quasi-newton method for unconstrained optimization problems[J]. Applied Mathematics A Journal of Chinese Universities, 2006, 21(3): 276-288. DOI: 10.1007/s11766-003-0004-7 |
| |
| Authors: | Liu Hongwei Wang Mingjie Li Jinshan Zhang Xiangsun |
| |
| Affiliation: | (1) School of Economics, Renmin University of China, 100872 Beijing, China;(2) Department of Mathematics, Capital Normal University, 100037 Beijing, China;(3) Institute of Applied Mathematics, Academy of Mathematics & Systems Science, Chinese Academy of Sciences, 100080 Beijing, China |
| |
| Abstract: | In this paper,the non-quasi-Newton's family with inexact line search applied to unconstrained optimization problems is studied.A new update formula for non-quasi-Newton's family is proposed.It is proved that the constituted algorithm with either Wolfe-type or Armijo- type line search converges globally and Q-superlinearly if the function to be minimized has Lipschitz continuous gradient. |
| |
| Keywords: | non-quasi-Newton method inexact line search global convergence unconstrained optimization superlinear convergence. |
| 本文献已被 CNKI 维普 SpringerLink 等数据库收录！ |
