Adaptive two-point stepsize gradient algorithm

CORC > 数学与系统科学研究院 > 中国科学院数学与系统科学研究院 > 计算数学与科学工程计算研究所

	Adaptive two-point stepsize gradient algorithm
	Dai, YH; Zhang, HC
刊名	NUMERICAL ALGORITHMS
	2001-08-01
卷号	27 期号:4 页码:377-385
关键词	unconstrained optimization steepest descent method two-point stepsize gradient method nonmonotone line search
ISSN号	1017-1398
英文摘要	Combined with the nomnonotone line search, the two-point stepsize gradient method has successfully been applied for large-scale unconstrained optimization. However, the numerical performances of the algorithm heavily depend on M, one of the parameters in the nonmonotone line search, even for ill-conditioned problems. This paper proposes an adaptive nonmonotone line search. The two-point stepsize gradient method is shown to be globally convergent with this adaptive nonmonotone line search. Numerical results show that the adaptive nonmonotone line search is specially suitable for the two-point stepsize gradient method.
WOS研究方向	Mathematics
语种	英语
出版者	KLUWER ACADEMIC PUBL
WOS记录号	WOS:000173940200005
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/16553]
专题	计算数学与科学工程计算研究所
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Dai, YH,Zhang, HC. Adaptive two-point stepsize gradient algorithm[J]. NUMERICAL ALGORITHMS,2001,27(4):377-385.
APA	Dai, YH,&Zhang, HC.(2001).Adaptive two-point stepsize gradient algorithm.NUMERICAL ALGORITHMS,27(4),377-385.
MLA	Dai, YH,et al."Adaptive two-point stepsize gradient algorithm".NUMERICAL ALGORITHMS 27.4(2001):377-385.