A DIRECT SEARCH FRAME-BASED ADAPTIVE BARZILAI-BORWEIN METHOD  

作　　者：Xiaowei Fang Qin Ni 

机构地区：[1]College of Sciences, Nanjing University of Aeronautics and Astronautics, Nanjing 210016, China [2]Department of Mathematics, Huzhou University, Huzhou 313000, China

出　　处：《Journal of Computational Mathematics》2015年第2期179-190,共12页计算数学（英文）

基　　金：Acknowledgments. This work was supported by the National Natural Science Founda- tion of China （11071117, 11274109） and the Natural Science Foundation of Jiangsu Province （BK20141409）.

摘　　要：This paper proposes a direct search frame-based adaptive Barzilai-Borwein method for unconstrained minimization. The method is based on the framework of frame-based algorithms proposed by Coope and Price, but we use the strategy of ABB method and the rotational minimal positive basis to reduce the computation work at each iteration. Under some mild assumptions, the convergence of this approach will be established. Through five hundreds and twenty numerical tests using the CUTEr test problem library, we show that the proposed method is promising.This paper proposes a direct search frame-based adaptive Barzilai-Borwein method for unconstrained minimization. The method is based on the framework of frame-based algorithms proposed by Coope and Price, but we use the strategy of ABB method and the rotational minimal positive basis to reduce the computation work at each iteration. Under some mild assumptions, the convergence of this approach will be established. Through five hundreds and twenty numerical tests using the CUTEr test problem library, we show that the proposed method is promising.

关 键 词：Direct search Rotational minimal positive basis Adaptive Barzilai-Borweinmethod. 

分 类 号：TP273.2[自动化与计算机技术—检测技术与自动化装置] TV736[自动化与计算机技术—控制科学与工程]