重庆理工大学学报(自然科学版)2013,Vol.27Issue(7):125-127,130,4.DOI:10.3969/j.issn.1674-8425(z).2013.07.025
一类新的非单调搜索PRP算法及其全局收敛性
A New Nonmonotone Line Search PRP Algorithm and Its Global Convergence
摘要
Abstract
A class of PRP method with nonmonotone line search is proposed for the unconstrained optimization problem.Two attractive properties of the new method are(1) the descent direction generated by the method always possesses the sufficient descent property,and this property is independent of the line search used; and(2) a nonmonotone line search is used.Under mild conditions,the global convergence of the new method is proved.关键词
PRP算法/非单调搜索/全局收敛性Key words
PRP method/non-monotone line search/global convergence分类
数理科学引用本文复制引用
乔梓..一类新的非单调搜索PRP算法及其全局收敛性[J].重庆理工大学学报(自然科学版),2013,27(7):125-127,130,4.基金项目
国家自然科学基金资助项目(11071041) (11071041)