一种新的求解无约束优化问题的非精确线性搜索方法  

A new inexact line search method for unconstrained optimization problems

作　　者：吕长青[1] 

机构地区：[1]枣庄学院数学与信息科学系,山东枣庄277160

出　　处：《高师理科学刊》2009年第1期10-12,共3页Journal of Science of Teachers＇College and University

基　　金：山东省自然科学基金资助项目(Q2007G02)

摘　　要：提出了一种新的求解无约束优化问题的非精确线性搜索方法,该方法与Armijo线性搜索类似,并且是Armijo线性搜索的推广.其特点是每次迭代可以使目标函数下降量更大,从而可以减少迭代次数.在较弱的条件下,证明了Zoutendijk条件.Proposed a new inexact line search method for the unconstrained optimization problems. The new method is similar to the Armijo line search rule and contains it as a special case. At each iteration, the objective function can reduce more than usual methods and theiteration times can be reduced. Under mild conditions, the Zoutendijk condition is proved.

关 键 词：无约束优化 Armijo线性搜索法 Zoutendijk条件 

分 类 号：O221.2[理学—运筹学与控制论]