Modified two-point stepsize gradient methods for unconstrained optimization

	Modified two-point stepsize gradient methods for unconstrained optimization
	Dai, YH ; Yuan, JY ; Yuan, YX
	2002-04-01
发表期刊	COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
ISSN	0926-6003
卷号	22 期号:1 页码:103-109
摘要	For unconstrained optimization, the two-point stepsize gradient method is preferable over the classical steepest descent method both in theory and in real computations. In this paper we interpret the choice for the stepsize in the two-point stepsize gradient method from the angle of interpolation and propose two modified two-point stepsize gradient methods. The modified methods are globally convergent under some mild assumptions on the objective function. Numerical results are reported, which suggest that improvements have been achieved.
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	Operations Research & Management Science ; Mathematics
WOS类目	Operations Research & Management Science ; Mathematics, Applied
WOS记录号	WOS:000174634500005
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/17670
专题	计算数学与科学工程计算研究所
通讯作者	Dai, YH
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math, LSEC, Beijing 100080, Peoples R China 2.Univ Fed Parana, Ctr Politecn, Dept Matemat, BR-81531990 Curitiba, Parana, Brazil
推荐引用方式 GB/T 7714	Dai, YH,Yuan, JY,Yuan, YX. Modified two-point stepsize gradient methods for unconstrained optimization[J]. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS,2002,22(1):103-109.
APA	Dai, YH,Yuan, JY,&Yuan, YX.(2002).Modified two-point stepsize gradient methods for unconstrained optimization.COMPUTATIONAL OPTIMIZATION AND APPLICATIONS,22(1),103-109.
MLA	Dai, YH,et al."Modified two-point stepsize gradient methods for unconstrained optimization".COMPUTATIONAL OPTIMIZATION AND APPLICATIONS 22.1(2002):103-109.