摘要
对于无约束优化问题,我们用松弛技术改进了一般非单调线搜索准则,建立了相应的求解算法,并证明了算法的整体收敛性.部分数值实验结果表明,这个松弛非单调算法有效.
With relaxation technique, we modify general nonmonotone line search criteria for un- constrained optimization problems. The corresponding algorithm is established, and its global convergence is proved. Some numerical experiments show that the method with re- laxation nonmonotone line search criteria is effective.
出处
《数值计算与计算机应用》
CSCD
北大核心
2010年第3期191-199,共9页
Journal on Numerical Methods and Computer Applications
基金
淮阴工学院科研基金项目(HGA0905)资助
关键词
无约束最优化
非单调线搜索
BFGS算法
Unconstrained optimization problem
nonmonotone line search
BFGS al-gorithm
