Convergence of line search methods for unconstrained optimization

doi:10.1016/j.amc.2003.08.058

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	Convergence of line search methods for unconstrained optimization
	Shi, ZJ
	2004-10-05
发表期刊	APPLIED MATHEMATICS AND COMPUTATION
ISSN	0096-3003
卷号	157 期号:2 页码:393-405
摘要	Line search methods are traditional and successful methods for solving unconstrained optimization problems. Its convergence has attracted more attention in recent years. In this paper we analyze the general results on convergence of line search methods with seven line search rules. It is clarified that the search direction plays a main role in these methods and that step-size guarantees the global convergence in some cases. It is also proved that many line search methods have same convergence property. These convergence results can enable us to design powerful, effective, and stable algorithms in practice. Finally, a class of special line search methods is investigated. (C) 2003 Elsevier Inc. All rights reserved.
关键词	unconstrained minimization line search method convergence
DOI	10.1016/j.amc.2003.08.058
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000224276900009
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/19348
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
推荐引用方式 GB/T 7714	Shi, ZJ. Convergence of line search methods for unconstrained optimization[J]. APPLIED MATHEMATICS AND COMPUTATION,2004,157(2):393-405.
APA	Shi, ZJ.(2004).Convergence of line search methods for unconstrained optimization.APPLIED MATHEMATICS AND COMPUTATION,157(2),393-405.
MLA	Shi, ZJ."Convergence of line search methods for unconstrained optimization".APPLIED MATHEMATICS AND COMPUTATION 157.2(2004):393-405.