• 论文 •

一类非单调保守BFGS算法研究

1. 中南大学数学科学与计算技术学院, 长沙 410083
• 收稿日期:2011-05-11 出版日期:2011-11-15 发布日期:2011-11-15
• 基金资助:

国家自然科学基金(71071162, 70921001).

Wan Zhong, Feng Dongdong. INVESTIGATION ON A CLASS OF NONMONOTONE CAUTIOUS BFGS ALGORITHMS[J]. Mathematica Numerica Sinica, 2011, 33(4): 387-396.

INVESTIGATION ON A CLASS OF NONMONOTONE CAUTIOUS BFGS ALGORITHMS

Wan Zhong, Feng Dongdong

1. School of Math. Sci. & Comput. Tech., Central South Univer., Changsha 410083, China
• Received:2011-05-11 Online:2011-11-15 Published:2011-11-15

With the superiority of nonmonotone line search in finding a solution of optimization problem, a class of nonmonotone cautious BFGS algorithms are developed. Different from the existing techniques of nonmonotone line search, the parameter, which is employed to control the magnitude of nonmonotonicity, is modified (not a fixed value) by the known information of the objective function and the gradient function such that the numerical performance of the developed algorithm is improved. Under some suitable assumptions, the global convergence is proved for this algorithm. Implementing the algorithm to solve some benchmark test problems, the results demonstrate that it is more effective than the similar algorithms.

MR(2010)主题分类:

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