KMS Of Academy of mathematics and systems sciences, CAS
A nonmonotone inexact Newton method for unconstrained optimization | |
Gao, Huan1; Zhang, Hai-Bin1; Li, Zhi-Bao2; Tadjouddine, Emmanuel3 | |
2017-06-01 | |
发表期刊 | OPTIMIZATION LETTERS |
ISSN | 1862-4472 |
卷号 | 11期号:5页码:947-965 |
摘要 | It is well known that the Newton method has a second order rate of convergence and that it is widely used to solve optimization problems and nonlinear equations which arise from computational science, engineering analysis and other applications. However, two big disadvantages hinder its application: high computational cost for large scale problems and poor global performance in some complicated and difficult problems. Some inexact Newton methods have emerged over time. Among them, the Newton preconditioned conjugate gradient method is the most efficient and popular approach to overcome the first shortcoming while keeping rapid convergence. In this paper, we have improved the global performance of the inexact Newton method by developing a nonmonotone line search technique. We have also proved the global convergence of the proposed method under some conditions. Numerical experiments on a set of standard test problems are reported. They have shown that the proposed algorithm is promising. |
关键词 | Inexact Newton method Nonmonotone line search Preconditioned conjugate gradient Global convergence |
DOI | 10.1007/s11590-015-0976-2 |
语种 | 英语 |
资助项目 | National Natural Science Foundation of China[61179033] ; Collaborative Innovation Center on Beijing Society-building and Social Governance ; China Postdoctoral Science Foundation[2014M561081] |
WOS研究方向 | Operations Research & Management Science ; Mathematics |
WOS类目 | Operations Research & Management Science ; Mathematics, Applied |
WOS记录号 | WOS:000401258300005 |
出版者 | SPRINGER HEIDELBERG |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/25361 |
专题 | 中国科学院数学与系统科学研究院 |
通讯作者 | Gao, Huan |
作者单位 | 1.Beijing Univ Technol, Coll Appl Sci, Beijing, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing, Peoples R China 3.Xian Jiaotong Liverpool Univ, Comp Sci & Software Engn, SIP, Suzhou, Peoples R China |
推荐引用方式 GB/T 7714 | Gao, Huan,Zhang, Hai-Bin,Li, Zhi-Bao,et al. A nonmonotone inexact Newton method for unconstrained optimization[J]. OPTIMIZATION LETTERS,2017,11(5):947-965. |
APA | Gao, Huan,Zhang, Hai-Bin,Li, Zhi-Bao,&Tadjouddine, Emmanuel.(2017).A nonmonotone inexact Newton method for unconstrained optimization.OPTIMIZATION LETTERS,11(5),947-965. |
MLA | Gao, Huan,et al."A nonmonotone inexact Newton method for unconstrained optimization".OPTIMIZATION LETTERS 11.5(2017):947-965. |
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