应用数学2018，Vol.31Issue(2)：400-407,8.
一个无约束优化的非单调拟牛顿型ODE方法
A Quasi-Newton-Type Nonmonotone ODE Method for Unconstrained Optimization
摘要
Abstract
This paper presents a quasi-Newton type ODE method for unconstrained optimization. Its main features is that the seach direction can be obtained by only calculating the product of matrix and vector in each iteration,thus avoiding solving the linear equation system and reducing the computational effort. Then an improved nonmonotone line search is used in order to get a new iteration point. Under some conditions,the global convergence and locally superlinear convergence rate are analyzed. Preliminary numerical results indicate that this algorithm is effective.关键词
无约束优化/拟牛顿方程/非单调策略/ODE方法/数值试验Key words
Unconstrained optimization/Quasi-Newton equation/Nonmonotone strategy/ODE method/Numerical experiment分类
数理科学引用本文复制引用
周鑫,欧宜贵..一个无约束优化的非单调拟牛顿型ODE方法[J].应用数学,2018,31(2):400-407,8.基金项目
国家自然科学基金(11261015),海南省自然科学基金(2016CXTD004,117014) （11261015）
