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A NONMONOTONE SECOND-ORDER STEPLENGTH METHOD FOR UNCONSTRAINED MINIMIZATION
作者姓名:Qun-yan  Zhou  Wen-yu  Sun
作者单位:[1]Department of Basic Science, Jiangsu Teachers University of Technology, Changzhou 213001, China [2]School of Mathematics and Computer Science, Nanjing Normal University, Nanjin9 210097, China [3]School of Mathematics and Computer Science, Nanjing Normal University, Nanjing 210097, China
基金项目:This work was supported by the National Natural Science Foundation of China (grant No. 10231060), the Specialized Research Fund of Doctoral Program of Higher Education of China at No.20040319003 and the Graduates' Creative Project of Jiangsu Province, China. We thank the two anonymous referees and editors for their helpful comments and suggestions on an earlier version of this paper.
摘    要:In this paper, a nonmonotone method based on McCormick's second-order Armijo's step-size rule 7] for unconstrained optimization problems is proposed. Every limit point of the sequence generated by using this procedure is proved to be a stationary point with the second-order optimality conditions. Numerical tests on a set of standard test problems are presented and show that the new algorithm is efficient and robust.

关 键 词:优化法  积分方程  数值解法  数值分析
修稿时间:2005-04-212006-03-24

A NONMONOTONE SECOND-ORDER STEPLENGTH METHOD FOR UNCONSTRAINED MINIMIZATION
Qun-yan Zhou Wen-yu Sun.A NONMONOTONE SECOND-ORDER STEPLENGTH METHOD FOR UNCONSTRAINED MINIMIZATION[J].Journal of Computational Mathematics,2007,25(1):104-112.
Abstract:
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