Several New Line Search Methods and Their Convergence

In this paper, we propose several new line search rules for solving unconstrained minimization problems. These new line search rules can extend the accepted scope of step sizes to a wider extent than the corresponding original ones and give an adequate initial step size at each iteration. It is proved that the resulting line search algorithms have global convergence under some mild conditions. It is also proved that the search direction plays an important role in line search methods and that the step size approaches mainly guarantee global convergence in general cases. The convergence rate of these methods is also investigated. Some numerical results show that these new line search algorithms are effective in practical computation.

GLOBAL CONVERGENCE RESULTS OF A THREE TERM MEMORY GRADIENT METHOD WITH A NON-MONOTONE LINE SEARCH TECHNIQUE

In this paper, a new class of three term memory gradient method with non-monotone line search technique for unconstrained optimization is presented. Global convergence properties of the new methods are discussed. Combining the quasi-Newton method with the new method, the former is modified to have global convergence property. Numerical results show that the new algorithm is efficient.

GLOBAL CONVERGENCE OF THE GENERAL THREE TERM CONJUGATE GRADIENT METHODS WITH THE RELAXED STRONG WOLFE LINE SEARCH

The global convergence of the general three term conjugate gradient methods with the relaxed strong Wolfe line search is proved.

ON THE GLOBAL CONVERGENCE OF CONJUGATE GRADIENT METHODS WITH INEXACT LINESEARCH

In this paper we consider the global convergence of any conjugate gradient method of the form d1=-g1,dk+1=-gk+1+βkdk(k≥1)with any βk satisfying sume conditions,and with the strong wolfe line search conditions.Under the convex assumption on the objective function,we preve the descenf property and the global convergence of this method.

A Non-Monotone Trust Region Method with Non-Monotone Wolfe-Type Line Search Strategy for Unconstrained Optimization

In this paper, we propose and analyze a non-monotone trust region method with non-monotone line search strategy for unconstrained optimization problems. Unlike the traditional non-monotone trust region method, our algorithm utilizes non-monotone Wolfe line search to get the next point if a trial step is not adopted. Thus, it can reduce the number of solving sub-problems. Theoretical analysis shows that the new proposed method has a global convergence under some mild conditions.

A Scaled Conjugate Gradient Method Based on New BFGS Secant Equation with Modified Nonmonotone Line Search

In this paper, we provide and analyze a new scaled conjugate gradient method and its performance, based on the modified secant equation of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) method and on a new modified nonmonotone line search technique. The method incorporates the modified BFGS secant equation in an effort to include the second order information of the objective function. The new secant equation has both gradient and function value information, and its update formula inherits the positive definiteness of Hessian approximation for general convex function. In order to improve the likelihood of finding a global optimal solution, we introduce a new modified nonmonotone line search technique. It is shown that, for nonsmooth convex problems, the proposed algorithm is globally convergent. Numerical results show that this new scaled conjugate gradient algorithm is promising and efficient for solving not only convex but also some large scale nonsmooth nonconvex problems in the sense of the Dolan-Moré performance profiles.

A New Class of Nonlinear Conjugate Gradient Methods with Global Convergence Properties

非线性共轭梯度法由于其迭代简单和储存量小,且搜索方向不需要满足正割条件,在求解大规模无约束优化问题时占据及其重要的地位.提出了一类新的共轭梯度法,其搜索方向是目标函数的下降方向.若假设目标函数连续可微且梯度满足Lipschitz条件,线性搜索满足Wolfe原则,讨论了所设计算法的全局收敛性.

SMOOTHING NEWTON ALGORITHM FOR THE CIRCULAR CONE PROGRAMMING WITH A NONMONOTONE LINE SEARCH

In this paper, we present a nonmonotone smoothing Newton algorithm for solving the circular cone programming(CCP) problem in which a linear function is minimized or maximized over the intersection of an affine space with the circular cone. Based on the relationship between the circular cone and the second-order cone(SOC), we reformulate the CCP problem as the second-order cone problem(SOCP). By extending the nonmonotone line search for unconstrained optimization to the CCP, a nonmonotone smoothing Newton method is proposed for solving the CCP. Under suitable assumptions, the proposed algorithm is shown to be globally and locally quadratically convergent. Some preliminary numerical results indicate the effectiveness of the proposed algorithm for solving the CCP.

Global Convergence of an Extended Descent Algorithm without Line Search for Unconstrained Optimization

In this paper, we extend a descent algorithm without line search for solving unconstrained optimization problems. Under mild conditions, its global convergence is established. Further, we generalize the search direction to more general form, and also obtain the global convergence of corresponding algorithm. The numerical results illustrate that the new algorithm is effective.

On the Solution of the Eigenvalue Complementarity Problem by a Line Search Filter-SQP Algorithm

In this paper, the Eigenvalue Complementarity Problem (EiCP) with real symmetric matrices is addressed, which appears in the study of contact problem in mechanics. We discuss a quadratic programming formulation to the problem. The resulting problems are nonlinear programs that can be solved by a line search filter-SQP algorithm.

Route Search Method for Railway Replacement Buses Adopting Ant Colony Optimization

In recent years, Japan, and especially rural areas have faced the growing problems of debt-ridden local railway lines along with the population decline and aging population. Therefore, it is best to consider the discontinuation of local railway lines and introduce replacement buses to secure the transportation methods of the local people especially in rural areas. Based on the above background, targeting local railway lines that may be discontinued in the near future, appropriate bus stops when provided with potential bus stops were selected, the present study proposed a method that introduces routes for railway replacement buses adopting ant colony optimization (ACO). The improved ACO was designed and developed based on the requirements set concerning the route length, number of turns, road width, accessibility of railway lines and zones without bus stops as well as the constraint conditions concerning the route length, number of turns and zones without bus stops. Original road network data were generated and processed adopting a geographic information systems (GIS), and these are used to search for the optimal route for railway replacement buses adopting the improved ACO concerning the 8 zones on the target railway line (JR Kakogawa line). By comparing the improved ACO with Dijkstra’s algorithm, its relevance was verified and areas needing further improvements were revealed.

LineMaze——一种新的布线算法

本文针对李氏迷路法在晚期布线存在的问题,首次提出线迷路算法LineMa-ze。LiaeMaze 与李氏迷路法具有相同的绕障碍能力,但前者具有更高的效率。

A New Two-Parameter Family of Nonlinear Conjugate Gradient Method Without Line Search for Unconstrained Optimization Problem

This paper puts forward a two-parameter family of nonlinear conjugate gradient(CG)method without line search for solving unconstrained optimization problem.The main feature of this method is that it does not rely on any line search and only requires a simple step size formula to always generate a sufficient descent direction.Under certain assumptions,the proposed method is proved to possess global convergence.Finally,our method is compared with other potential methods.A large number of numerical experiments show that our method is more competitive and effective.

基于禁忌搜索的含异形板件的板式家具码垛优化算法

为了减少含异形板件的板式家具打包的包裹个数,提出基于禁忌搜索的该类板式家具码垛优化算法;分析该类板式家具码垛问题的约束条件,并建立目标函数;采用可以有效确定订单中所有该类板式家具码垛顺序与旋转方向的编码方式,并利用启发式算法生成实时监测包裹质量的较优初始解,以便利用禁忌搜索求解该类板式家具码垛问题;结合临界多边形和最低水平线法,设计将编码转换为对应码垛方案的解码方式,并给出所提出算法的适配值函数及邻域结构;利用禁忌搜索计算该类板式家具订单,确定并优化每个板件的码垛顺序、旋转方向与码垛位置,得到包裹个数较少的码垛方案;选取欧洲排样问题兴趣小组(ESICUP)提供的算例测试所提出的算法,并与已有研究中可复现的板件智能分包方法对比。结果表明,相对于对比方法,所提出算法所得该类板式家具打包的包裹个数减少38.46%,验证了所提出算法的可行性与有效性。

GLOBAL COVERGENCE OF THE NON-QUASI-NEWTON METHOD FOR UNCONSTRAINED OPTIMIZATION PROBLEMS

In this paper, the non-quasi-Newton＇s family with inexact line search applied to unconstrained optimization problems is studied. A new update formula for non-quasi-Newton＇s family is proposed. It is proved that the constituted algorithm with either Wolfe-type or Armijotype line search converges globally and Q-superlinearly if the function to be minimized has Lipschitz continuous gradient.

A CLASSOF NONMONOTONE CONJUGATE GRADIENT METHODSFOR NONCONVEX FUNCTIONS

This paper discusses the global convergence of a class of nonmonotone conjugate gra- dient methods(NM methods) for nonconvex object functions.This class of methods includes the nonmonotone counterpart of modified Polak- Ribière method and modified Hestenes- Stiefel method as special cases

A hybrid conjugate gradient method for optimization problems

A hybrid method of the Polak-Ribière-Polyak (PRP) method and the Wei-Yao-Liu (WYL) method is proposed for unconstrained optimization pro- blems, which possesses the following properties: i) This method inherits an important property of the well known PRP method: the tendency to turn towards the steepest descent direction if a small step is generated away from the solution, preventing a sequence of tiny steps from happening;ii) The scalar holds automatically;iii) The global convergence with some line search rule is established for nonconvex functions. Numerical results show that the method is effective for the test problems.

Modified LS Method for Unconstrained Optimization

In this paper, a new conjugate gradient formula and its algorithm for solving unconstrained optimization problems are proposed. The given formula satisfies with satisfying the descent condition. Under the Grippo-Lucidi line search, the global convergence property of the given method is discussed. The numerical results show that the new method is efficient for the given test problems.

CONVERGENCE ANALYSIS ON A CLASS OF CONJUGATE GRADIENT METHODS WITHOUTSUFFICIENT DECREASE CONDITION

Recently, Gilbert and Nocedal([3]) investigated global convergence of conjugate gradient methods related to Polak-Ribiere formular, they restricted beta(k) to non-negative value. [5] discussed the same problem as that in [3] and relaxed beta(k) to be negative with the objective function being convex. This paper allows beta(k) to be selected in a wider range than [5]. Especially, the global convergence of the corresponding algorithm without sufficient decrease condition is proved.

一种近似BFGS的自适应双参数共轭梯度法

为了更加有效的求解大规模无约束优化问题,本文基于自调比无记忆BFGS拟牛顿法,提出一个自适应双参数共轭梯度法,设计的搜索方向满足充分下降性,在一般假设和标准Wolfe线搜索准则下,证明该方法具有全局收敛性,数值实验结果证明提出的新算法是有效的.