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计算数学  2015 

基于混合非单调下降条件的直接搜索方法

, PP. 213-224

Keywords: 直接搜索,混合非单调下降,共轭梯度,全局收敛

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Abstract:

基于混合非单调下降条件提出了一种网格步长的更新策略.这种策略要求发现强最小网格单元框时网格步长快速下降,而发现其他拟最小网格单元框时缓慢下降.这种混合非单调下降策略可以避免网格步长下降太快,又能够比单纯非单调下降条件更好地保证直接搜索算法的收敛性.基于这一策略,本文提出一个直接搜索算法,并证明了该算法的全局收敛性.数值试验表明,本文提出的算法是很有竞争力的直接搜索算法.

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