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 | |
| Source Publication | OPTIMIZATION LETTERS
 |
| ISSN | 1862-4472 |
| Volume | 11Issue:5Pages:947-965 |
| Abstract | 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. |
| Keyword | Inexact Newton method Nonmonotone line search Preconditioned conjugate gradient Global convergence |
| DOI | 10.1007/s11590-015-0976-2 |
| Language | 英语 |
| Funding Project | National Natural Science Foundation of China[61179033] ; Collaborative Innovation Center on Beijing Society-building and Social Governance ; China Postdoctoral Science Foundation[2014M561081] |
| WOS Research Area | Operations Research & Management Science ; Mathematics |
| WOS Subject | Operations Research & Management Science ; Mathematics, Applied |
| WOS ID | WOS:000401258300005 |
| Publisher | SPRINGER HEIDELBERG |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/25361 |
| Collection | 中国科学院数学与系统科学研究院 |
| Corresponding Author | Gao, Huan |
| Affiliation | 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 |
| Recommended Citation 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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