一种新的求解无约束优化问题的非精确线性搜索方法

A new inexact line search method for unconstrained optimization problems

提出了一种新的求解无约束优化问题的非精确线性搜索方法,该方法与Armijo线性搜索类似,并且是Armijo线性搜索的推广.其特点是每次迭代可以使目标函数下降量更大,从而可以减少迭代次数.在较弱的条件下,证明了Zoutendijk条件.

Proposed a new inexact line search method for the unconstrained optimization problems. The new method is similar to the Armijo line search rule and contains it as a special case. At each iteration, the objective function can reduce more than usual methods and theiteration times can be reduced. Under mild conditions, the Zoutendijk condition is proved.