Adaptive two-point stepsize gradient algorithm

	Adaptive two-point stepsize gradient algorithm
	Dai, YH; Zhang, HC
	2001-08-01
发表期刊	NUMERICAL ALGORITHMS
ISSN	1017-1398
卷号	27 期号:4 页码:377-385
摘要	Combined with the nomnonotone line search, the two-point stepsize gradient method has successfully been applied for large-scale unconstrained optimization. However, the numerical performances of the algorithm heavily depend on M, one of the parameters in the nonmonotone line search, even for ill-conditioned problems. This paper proposes an adaptive nonmonotone line search. The two-point stepsize gradient method is shown to be globally convergent with this adaptive nonmonotone line search. Numerical results show that the adaptive nonmonotone line search is specially suitable for the two-point stepsize gradient method.
关键词	unconstrained optimization steepest descent method two-point stepsize gradient method nonmonotone line search
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000173940200005
出版者	KLUWER ACADEMIC PUBL
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/16554
专题	计算数学与科学工程计算研究所
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Dai, YH,Zhang, HC. Adaptive two-point stepsize gradient algorithm[J]. NUMERICAL ALGORITHMS,2001,27(4):377-385.
APA	Dai, YH,&Zhang, HC.(2001).Adaptive two-point stepsize gradient algorithm.NUMERICAL ALGORITHMS,27(4),377-385.
MLA	Dai, YH,et al."Adaptive two-point stepsize gradient algorithm".NUMERICAL ALGORITHMS 27.4(2001):377-385.