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一个新的无约束优化下降算法(英文) 被引量:3

A NEW GRADIENT DESCENT METHOD FOR UNCONSTRAINED OPTIMIZATION
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摘要 提出了一种新的无约束优化下降算法 .在每步迭代中算法以当前点负梯度和前一点负梯度的线性组合为搜索方向 ,用Armijo搜索定义步长 . A new gradient descent algorithm for unconstrained optimization problem is proposed. In each iteration, the linear combination of negative gradient and its previous gradient are used as a search direction, and stepsize is defined by Armijo's line search. The convergence of the algorithm is proved under some mild conditions.
作者 时贞军
出处 《曲阜师范大学学报(自然科学版)》 CAS 2002年第4期13-16,共4页 Journal of Qufu Normal University(Natural Science)
基金 TheworkissupportedbyNationalNaturalScienceFoundationofChina (10 1710 5 4)
关键词 无约束优化 下降算法 ARMIJO搜索 全局收敛性 负梯度 步长 迭代 unconstrained optimization descent method Armijo's line search convergence
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二级参考文献8

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共引文献44

同被引文献16

  • 1时贞军.Wolfe搜索下记忆梯度法的收敛性[J].应用数学学报,2006,29(1):9-18. 被引量:10
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  • 10Wolfe, M. A. and Viazminsky, C., Supermemory descent methods for unconstrained minimization [ J ]. J. Optim.Theory and Appl . , 18( 1976), 455 - 468.

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