Convergence of multi-step curve search method for unconstrained optimization

Verfasser / Beitragende:
[Z.-J. Shi]
Ort, Verlag, Jahr:
2004
Enthalten in:
Journal of Numerical Mathematics, 12/4(2004-11-01), 297-309
Format:
Artikel (online)
ID: 378920731
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024 7 0 |a 10.1515/1569395042571292  |2 doi 
035 |a (NATIONALLICENCE)gruyter-10.1515/1569395042571292 
100 1 |a Shi  |D Z.-J  |u College of Operations Research and Management, Qufu Normal University, Rizhao, Shandong276826, China and Institute of Computational Mathematics and Scientific/Engineering Computing,Academy of Mathematics and System Sciences, Chinese Academy of Sciences, P.O. Box 2719, Beijing100080, China 
245 1 0 |a Convergence of multi-step curve search method for unconstrained optimization  |h [Elektronische Daten]  |c [Z.-J. Shi] 
520 3 |a A new multi-step curve search method for unconstrained minimization problems is proposed. The convergence of the algorithm is proved under some mild conditions. The linear convergence rate is also investigated when the objective function is uniformly convex. This method uses previous multi-step iterative information and curve search rule to generate new iterative points. Using more previous iterative information and curve search rule can make the new method converge more stably than traditional descent methods and be suitable to solve large scale problems. 
540 |a Copyright 2004, Walter de Gruyter 
690 7 |a unconstrained optimization  |2 nationallicence 
690 7 |a multi-step  |2 nationallicence 
690 7 |a curve search method  |2 nationallicence 
690 7 |a convergence  |2 nationallicence 
773 0 |t Journal of Numerical Mathematics  |d Walter de Gruyter  |g 12/4(2004-11-01), 297-309  |x 1570-2820  |q 12:4<297  |1 2004  |2 12  |o jnma 
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950 |B NATIONALLICENCE  |P 100  |E 1-  |a Shi  |D Z.-J  |u College of Operations Research and Management, Qufu Normal University, Rizhao, Shandong276826, China and Institute of Computational Mathematics and Scientific/Engineering Computing,Academy of Mathematics and System Sciences, Chinese Academy of Sciences, P.O. Box 2719, Beijing100080, China 
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