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优化问题的新步长法则

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Some new step-size rules for optimization problems
The step-size procedure is very important for solving optimization problems. The Armijo step-size rule, the Armijo-Goldstein step-size rule and the Wolfe-Powell step-size rule are three well-known line search methods. On the basis of the above three types of line search methods and the idea of the proximal point methods, a new class of step-size rules was proposed. Instead of a single objective function f, f + 1/2(x - xk)TBk(x - xk) was used as the merit function in iteration k,where Bκ is a given symmetric positive definite matrix. The existence of the steplength for the new rules was proved. Some convergence properties were also discussed.

unconstrained minimizationstep-size proceduresglobal convergence

吴庆军、韦增欣

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Department of Mathematics and Computer Science, Yulin Teacher's College, Yulin 537000, P. R. China

College of Mathematics and Information Science, Guangxi University, Nanning 530004, P. R. China

unconstrained minimization step-size procedures global convergence

国家自然科学基金广西自然科学基金

101610020135004

2007

上海大学学报(英文版)
上海大学

上海大学学报(英文版)

影响因子:0.196
ISSN:1007-6417
年,卷(期):2007.11(2)
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