作者
Zhong Wan, Shuai Huang, Xiao Dong Zheng
发表日期
2012/12
期刊
Journal of Inequalities and Applications
卷号
2012
页码范围
1-10
出版商
Springer International Publishing
简介
In this paper, a new inexact line search rule is presented, which is a modified version of the classical Armijo line search rule. With lower cost of computation, a larger descent magnitude of objective function is obtained at every iteration. In addition, the initial step size in the modified line search is adjusted automatically for each iteration. On the basis of this line search, a new cautious Broyden-Fletcher-Goldfarb-Shanno (BFGS) algorithm is developed. Under some mild assumptions, the global convergence of the algorithm is established for nonconvex optimization problems. Numerical results demonstrate that the proposed method is promising, especially in comparison with the existent methods.
学术搜索中的文章
Z Wan, S Huang, XD Zheng - Journal of Inequalities and Applications, 2012