Convergence of nonmonotone line search method

doi:10.1016/j.cam.2005.06.033

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	Convergence of nonmonotone line search method
	Shi, ZJ ; Shen, J
	2006-09-01
发表期刊	JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
ISSN	0377-0427
卷号	193 期号:2 页码:397-412
摘要	In this paper, we develop a new nonmonotone line search for general line search method and establish some global convergence theorems. The new nonmonotone line search is a novel form of the nonmonotone Armijo line search and allows one to choose a larger step size at each iteration, which is available in constructing new line search methods and possibly reduces the function evaluations at each iteration. Moreover, we analyze the convergence rate of some special line search methods with the new line search. Preliminary numerical results show that some line search methods with the new nonmonotone line search are available and efficient in practical computation. (c) 2005 Elsevier B.V. All rights reserved.
关键词	unconstrained optimization general line search method nonmonotone line search convergence
DOI	10.1016/j.cam.2005.06.033
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000238003500002
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/3001
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, Acad Math & Syst 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. Convergence of nonmonotone line search method[J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2006,193(2):397-412.
APA	Shi, ZJ,&Shen, J.(2006).Convergence of nonmonotone line search method.JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,193(2),397-412.
MLA	Shi, ZJ,et al."Convergence of nonmonotone line search method".JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS 193.2(2006):397-412.