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结合广义Armijo步长搜索的带误差项的记忆梯度算法
Memory gradient method with errors and generalized Armijo step
【摘要】 对非线性无约束规划提出了结合广义Armijo步长搜索规则的一类带误差项的记忆梯度求解算法,在目标函数梯度一致连续的条件下,证明了算法的全局收敛性,同时给出带误差项的结合拟-Newton方程的记忆梯度算法。数值结果表明算法是有效的。
【Abstract】 A new class of memory gradient methods with errors and generalized Armijo step size rule were proposed for nonlinear unconstrained optimization assuming that the gradient of the function is uniformly continuous.Its global convergence property was proved.And a novel memory gradient method with quasi-Newton method and errors was given.Numerical results show that the new methods are efficient.
【关键词】 无约束最优化;
带误差项的记忆梯度法;
广义Armijo步长搜索规则;
全局收敛;
数值试验;
【Key words】 unconstrained optimization; memory gradient method with errors; generalized Armijo step size rule; global convergence; numerical experiment;
【Key words】 unconstrained optimization; memory gradient method with errors; generalized Armijo step size rule; global convergence; numerical experiment;
【基金】 国家自然科学基金项目(10571106);中国石油大学博士基金项目(Y040804)
- 【文献出处】 中国石油大学学报(自然科学版) ,Journal of China University of Petroleum(Edition of Natural Science) , 编辑部邮箱 ,2009年01期
- 【分类号】O224
- 【下载频次】97