一种新的非单调梯度路径线搜索方法
일충신적비단조제도로경선수색방법
A New Nonmonotone Gradient-Path Algorithm for Unconstrained Optimization
  • 万方数据
    南京师大学报（自然科学版） 남경사대학보（자연과학판）
    JOURNAL OF NANJING NORMAL UNIVERSITY (NATURAL SCIENCE EDITION)
    2011年 3期 1-6 ,共6页

    张纯%孙文瑜%陈俊%张瑰

    장순%손문유%진준%장괴

    无约束优化%梯度路径%非单调技术%全局收敛性 無約束優化%梯度路徑%非單調技術%全跼收斂性
    무약속우화%제도로경%비단조기술%전국수렴성
    unconstrained optimization%gradient-path%nonmonotone technique%global convergence
    通过近似处理割线方程提出一种解无约束优化问题的单调梯度路径算法.其中,非单调技术用于加速目标函数的收敛过程.理论分析给出了算法的弱全局收敛性,数值结果表明了算法的有效性.
    통과근사처리할선방정제출일충해무약속우화문제적단조제도로경산법.기중,비단조기술용우가속목표함수적수렴과정.이론분석급출료산법적약전국수렴성,수치결과표명료산법적유효성.
    This paper presents a nonmonotone gradient-path algorithm by approximating the secant equation for unconstrained optimization problem. The nonmonotone criterion is used to speed up the convergence progress of objective function. Theoretical analysis is given which proves that the proposed algorithm is weakly globally convergent. The results of numerical experiments are reported to show the effectiveness of the proposed algorithm
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