期刊信息
- 刊名： 河北师范大学学报（自然科学版）Journal of Hebei Normal University (Natural Science)
- 主办： 河北师范大学
- ISSN： 1000-5854
- CN： 13-1061/N
- 中国科技核心期刊
- 中国期刊方阵入选期刊
- 中国高校优秀科技期刊
- 华北优秀期刊
- 河北省优秀科技期刊
A New Nonmonotone Line Search BFGS Algorithm
摘要/Abstract
摘要：
研究了一类非单调线搜索在解无约束优化问题BFGS算法中的应用.该类非单调线搜索属于Armijo型线搜索,并且在每次迭代计算步长时,初始测试步长可根据目标函数的特征进行调整.证明了本算法全局收敛性,通过对公共优化测试函数的实验,表明了算法的稳健性和有效性.
Abstract：
The application of a kind of nonmonotone line search in BFGS algorithm for solving unconst rained optimization problems is studied. This nonmonotone line search belongs to Armijo-type line searches,and when the step size is being computed at each iteration,the initial test step size can be adjusted according to the characteristics of objective functions. The global convergence of the algorithm is proved. Experiments on some well-known optimization test problems are presented to show the robustness and efficiency of the proposed algorithms.
关键词
Key words：
nonmonotone line search
;
BFGS algorithm
;
global convergence
参考文献 16
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