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一类新的非单调线性搜索BFGS算法 被引量：1

A New Nonmonotone Line Search BFGS Algorithm
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摘要 研究了一类非单调线搜索在解无约束优化问题BFGS算法中的应用.该类非单调线搜索属于Armijo型线搜索,并且在每次迭代计算步长时,初始测试步长可根据目标函数的特征进行调整.证明了本算法全局收敛性,通过对公共优化测试函数的实验,表明了算法的稳健性和有效性. The application of a kind of nonmonotone line Search in BFGS algorithm for solving unconstrained optimization problems is studied. This nonmonotone line search belongs to Armijo-type line searches, and when the step size is being computed at each iteration,the initial test step size can be adjusted according to the characteristics of objective functions. The global convergence of the algorithm is proved. Experiments on some wellknown optimization test problems are presented to show the robustness and efficiency of the proposed algorithms.
作者 张静
机构地区 北京联合大学基础部
出处 《河北师范大学学报（自然科学版）》 CAS 北大核心 2009年第3期299-303,共5页 Journal of Hebei Normal University：Natural Science
基金 国家自然科学基金(70601034)
关键词 无约束最优化 非单调线搜索 BFGS算法 全局收敛性 unconstrained optimization nonmonotone line search i BFGS algorithm golbal convergence
分类号 O221.2 [理学—运筹学与控制论]
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参考文献15

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共引文献10

同被引文献14

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河北师范大学学报（自然科学版）
2009年 第3期

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