摘要
The step-size procedure is very important for solving optimization problems. The Armijo step-size rule, the Armijo-Goldstein step-size rule and the Wolfe-Powell step-size rule are three well-known line search methods. On the basis of the above three types of line search methods and the idea of the proximal point methods, a new class of step-size rules was proposed. Instead of a single objective function f, f ＋1/2（x - xk）^TBk（x-Xk） was used as the merit function in iteration k, where Sk is a given symmetric positive definite matrix. The existence of the steplength for the new rules was proved. Some convergence properties were also discussed.
The step-size procedure is very important for solving optimization problems. The Armijo step-size rule, the Armijo-Goldstein step-size rule and the Wolfe-Powell step-size rule are three well-known line search methods. On the basis of the above three types of line search methods and the idea of the proximal point methods, a new class of step-size rules was proposed. Instead of a single objective function f, f ＋1/2（x - xk）^TBk（x-Xk） was used as the merit function in iteration k, where Sk is a given symmetric positive definite matrix. The existence of the steplength for the new rules was proved. Some convergence properties were also discussed.
基金
Project supported by the National Natural Science Foundation of China（Grant No.10161002）, and the Natural Science Foundation of Guangxi Province （Grant No.0135004）
