基于简单锥模型函数的非单调线搜索法  

NONMONOTONE LINE SEARCH METHOD BASED ON SIMPLE CONIC MODEL FUNCTIONS

作　　者：周群艳[1] 杜卓明[2] 

机构地区：[1]江苏理工学院数理学院,常州213001 [2]江苏理工学院计算机工程学院,常州213001

出　　处：《高等学校计算数学学报》2014年第3期222-235,共14页Numerical Mathematics A Journal of Chinese Universities

基　　金：国家自然科学基金项目(11471145);江苏省高校自然科学研究项目(13KJB110007);江苏理工学院基础及应用基础研究项目(KYY13012);江苏理工学院博士启动基金(KYY12007)

摘　　要：A simple conic model function,in which the Hessian approximation is a scalar matrix,is constructed by using the function values and gradient values of the minimizing function.Based on this conic model function,a new nonmonotone line search method is proposed.The convergence results of this line search method are proved under certain conditions.Numerical results show that the new algorithm is effective.A simple conic model function, in which the Hessian approximation is a scalar matrix, is constructed by using the function values and gradient values of the minimizing function. Based on this conic model function, a new nonmonotone line search method is proposed. The convergence results of this line search method are proved under certain conditions. Numerical results show that the new algo- rithm is effective.

关 键 词：模型函数 搜索法 最速下降法 调线 优化问题 极小值点 梯度方向 可微函数 

分 类 号：O221.2[理学—运筹学与控制论]