| 基于信赖域技术的非单调超记忆梯度算法 |
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| 引用本文： | 孙清滢,付小燕,高宝,王宣战,徐敏才,刘丽敏.基于信赖域技术的非单调超记忆梯度算法[J].数学进展,2012(4):487-500. |
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| 作者姓名： | 孙清滢 付小燕 高宝 王宣战 徐敏才 刘丽敏 |
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| 作者单位： | 中国石油大学理学院 |
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| 基金项目： | 国家自然科学基金(No.10971118);中央高校基本科研业务费专项资金资助(No.10CX04044A);中国石油大学(华东)研究生创新基金(No.S10-28) |
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| 摘 要： | 基于信赖域技术和修正拟牛顿方程,结合Zhang H.C.非单调策略,设计了新的求解无约束最优化问题的非单调超记忆梯度算法,分析了算法的收敛性和收敛速度.数值实验表明算法是有效的,适于求解大规模问题.
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| 关 键 词： | 超记忆梯度算法 非单调规则 收敛性 收敛速度 数值实验 |
A Non-monotone Super-memory Gradient Method Based on Trust Region Technique |
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| SUN Qingying,FU Xiaoyan,GAO Bao,WANG Xuanzhan,XU Mincai,LIU Limin.A Non-monotone Super-memory Gradient Method Based on Trust Region Technique[J].Advances in Mathematics,2012(4):487-500. |
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| Authors: | SUN Qingying FU Xiaoyan GAO Bao WANG Xuanzhan XU Mincai LIU Limin |
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| Institution: | (School of Science,China University of Petroleum,Qingdao,Shandong,266580,P.R.China) |
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| Abstract: | Based on trust region technique and quasi-Newton equation,by combining with Zhang H.C.non-monotone strategy,we present a new non-monotone super-memory gradient method for unconstrained optimization problem.The global convergence properties and convergence rate of the new method are proved.The numerical results show that the new methods are effective and attractive for large-scale optimization problems. |
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| Keywords: | super-memory gradient method non-monotone step rule convergence convergence rate numerical experiment |
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