NONMONOTONE PRECONDITIONALCURVILINEAR PATH ALGORITHMS FOR UNCONSTRAINED OPTIMIZATION-中国期刊网

摘要 Thispaperpresentsnonmonotonicquasi-Newtonalgorithmsviatwopre-conditionalcurvilinearpaths,thepreconditionalmodifiedgradientpathandtheprecon-ditionaloptimalpath,forunconstrainedoptimizationproblem.WeemploythestableBunch-Parlettfactorizationmethodtoformtwocurvilinearpathsveryeasily.Thenonmonotonecriterionisusedtospeeduptheconvergenceprogressinthecontoursofobjectivefunctionwithlargecurvature.Theoreticalanalysesaregivenwhichprovethattheproposedalgorithmsaregloballyconvergentandhavealocalsuperlinearcon-vergencerateundersomereasonableconditions.Theresultsofnumericalexperimentsarereportedtoshowtheeffectivenessoftheproposedalgorithms.

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NONMONOTONE PRECONDITIONALCURVILINEAR PATH ALGORITHMS FOR UNCONSTRAINED OPTIMIZATION

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NONMONOTONE PRECONDITIONALCURVILINEAR PATH ALGORITHMS FOR UNCONSTRAINED OPTIMIZATION

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