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一种新的非单调梯度路径线搜索方法(英文)

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Keywords: 无约束优化,梯度路径,非单调技术,全局收敛性

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Abstract:

通过近似处理割线方程提出一种解无约束优化问题的单调梯度路径算法.其中,非单调技术用于加速目标函数的收敛过程.理论分析给出了算法的弱全局收敛性,数值结果表明了算法的有效性.

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