New inexact line search method for unconstrained optimization

doi:10.1007/s10957-005-6553-6

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	New inexact line search method for unconstrained optimization
	Shi, ZJ ; Shen, J
	2005-11-01
发表期刊	JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
ISSN	0022-3239
卷号	127 期号:2 页码:425-446
摘要	We propose a new inexact line search rule and analyze the global convergence and convergence rate of related descent methods. The new line search rule is similar to the Armijo line-search rule and contains it as a special case. We can choose a larger stepsize in each line-search procedure and maintain the global convergence of related line-search methods. This idea can make us design new line-search methods in some wider sense. In some special cases, the new descent method can reduce to the Barzilai and Borewein method. Numerical results show that the new line-search methods are efficient for solving unconstrained optimization problems.
关键词	unconstrained optimization inexact line search global convergence convergence rate
DOI	10.1007/s10957-005-6553-6
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:000233548200011
出版者	SPRINGER/PLENUM PUBLISHERS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/2253
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, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, Beijing, Peoples R China 3.Univ Michigan, Dept Comp & Informat Sci, Dearborn, MI USA
推荐引用方式 GB/T 7714	Shi, ZJ,Shen, J. New inexact line search method for unconstrained optimization[J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,2005,127(2):425-446.
APA	Shi, ZJ,&Shen, J.(2005).New inexact line search method for unconstrained optimization.JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,127(2),425-446.
MLA	Shi, ZJ,et al."New inexact line search method for unconstrained optimization".JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS 127.2(2005):425-446.