A DIRECT SEARCH FRAME-BASED ADAPTIVE BARZILAI-BORWEIN METHOD
A DIRECT SEARCH FRAME-BASED ADAPTIVE BARZILAI-BORWEIN METHOD
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DOI：
10.4208/jcm.1411-m4519
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发表时间：
2015-03
影响因子：
0.9
通讯作者：
Xiaowei Fang;Q. Ni
中科院分区：
文献类型：
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作者：
Xiaowei Fang;Q. Ni
提出了一种基于直接搜索框架的自适应Barzilai-Borwein无约束最小化方法。该方法基于Coope和Price提出的基于框架的算法框架，但采用ABB方法和旋转最小正基策略来减少每次迭代的计算量。在一些温和的假设下，这种方法的收敛性将得以确立。通过CUTEr测试题库的520个数值测试，证明了该方法的可行性。
This paper proposes a direct search frame-based adaptive Barzilai-Borwein method for unconstrained minimization. The method is based on the framework of frame-based algorithms proposed by Coope and Price, but we use the strategy of ABB method and the rotational minimal positive basis to reduce the computation work at each iteration. Under some mild assumptions, the convergence of this approach will be established. Through five hundreds and twenty numerical tests using the CUTEr test problem library, we show that the proposed method is promising.