|Table of Contents|

A New Nonmonotone Gradient-Path Algorithm for Unconstrained Optimization(PDF)

《南京师大学报(自然科学版)》[ISSN:1001-4616/CN:32-1239/N]

Issue:
2011年03期
Page:
1-6
Research Field:
数学
Publishing date:

Info

Title:
A New Nonmonotone Gradient-Path Algorithm for Unconstrained Optimization
Author(s):
Zhang Chun1Sun Wenyu2Chen Jun3Zhang Gui1
1.Institute of Science,PLA University of Science and Technology,Nanjing 211101,China
Keywords:
unconstrained optimizationgradient-pathnonmonotone techniqueglobal convergence
PACS:
O224
DOI:
-
Abstract:
This paper presents a nonmonotone gradient-path algorithm by approximating the secant equation for unconstrained optimization problem. The nonmonotone criterion is used to speed up the convergence progress of objective function. Theoretical analysis is given which proves that the proposed algorithm is weakly globally convergent. The results of numerical experiments are reported to show the effectiveness of the proposed algorithm.

References:

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Memo

Memo:
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Last Update: 2011-09-15