A new descent algorithm with curve search rule

doi:10.1016/j.amc.2003.12.058

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	A new descent algorithm with curve search rule
	Shi, ZJ ; Shen, J
	2005-02-25
发表期刊	APPLIED MATHEMATICS AND COMPUTATION
ISSN	0096-3003
卷号	161 期号:3 页码:753-768
摘要	In the paper we present a new descent algorithm with curve search rule for unconstrained minimization problems. At each iteration, the next iterative point is determined by means of a curve search rule. It is particular that the search direction and the step-size is determined simultaneously at each iteration of the new algorithm. The algorithm, similarly to conjugate gradient methods, avoids the computation and storage of some matrices associated with the Hessian of objective functions. Unlike ODE methods, it is not required to solve ordinary differential equations at each iteration. Although the convergence rate of our algorithm is not as fast as that of Newton-like methods, it is suitable to solve large scale minimization problems. (C) 2004 Elsevier Inc. All rights reserved.
关键词	unconstrained minimization descent method curve search rule global convergence
DOI	10.1016/j.amc.2003.12.058
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000226859800006
出版者	ELSEVIER SCIENCE INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/1857
专题	中国科学院数学与系统科学研究院
通讯作者	Shi, ZJ
作者单位	1.Qufu Normal Univ, Coll Operat Res & Management, Shandong 276826, Peoples R China 2.Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, Beijing 100080, Peoples R China 3.Univ Michigan, Dept Comp & Informat Sci, Dearborn, MI 48128 USA
推荐引用方式 GB/T 7714	Shi, ZJ,Shen, J. A new descent algorithm with curve search rule[J]. APPLIED MATHEMATICS AND COMPUTATION,2005,161(3):753-768.
APA	Shi, ZJ,&Shen, J.(2005).A new descent algorithm with curve search rule.APPLIED MATHEMATICS AND COMPUTATION,161(3),753-768.
MLA	Shi, ZJ,et al."A new descent algorithm with curve search rule".APPLIED MATHEMATICS AND COMPUTATION 161.3(2005):753-768.