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一类非单调算法的收敛性质
THE CONVERGENCE PROPERTIES OF A SORT OF NONMONOTONIC ALGORITHMS
【摘要】 <正> 1.搜索步长和搜索方向对于无约束最优化问题(?)f(x),其中f:Rn→R1,f∈C1,一般采用形如xk+1=xk+λkdk(k=1,2,…)的迭代算法来求解,这里λk为搜索步长,dk为搜索方向.
【Abstract】 [1] discussed the convergence properties of a kind of special algorithms, which use four inexact line searches. In this paper, we remove the monotonic requirement on line searches in [1], and unify some algorithms, including those which use nonmonotonic line searches associated with the four inexact line searches in [1], into a nonmono tonic algorihtm model. Under mild conditions, we prove the convergence properties of this unified algorithm model.
【基金】 国家自然科学基金资助项目
- 【文献出处】 计算数学 ,Mathematica Numerica Sinica , 编辑部邮箱 ,1994年01期
- 【分类号】O241
- 【被引频次】19
- 【下载频次】57