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LC1无约束优化问题的非单调线搜索算法
引用本文:席敏,蔡邢菊.LC1无约束优化问题的非单调线搜索算法[J].临沂师范学院学报,2006,28(6):14-16.
作者姓名:席敏  蔡邢菊
作者单位:1. 广东外语外贸大学,信息科学技术学院,广东,广州,510006;南京师范大学,数学与计算机科学学院,江苏,南京,210097
2. 南京师范大学,数学与计算机科学学院,江苏,南京,210097
基金项目:国家自然科学基金项目资助(10231060),江苏省高等学校研究生创新计划项目资助
摘    要:考虑LC1无约束优化问题,用二阶上Dini方向导数代替二阶的方向导数,从而给出该问题的一个非单调线搜索算法,并证明了所给算法的全局收敛性.

关 键 词:LC1无约束问题  稳定点  非单调
文章编号:1009-6051(2006)06-0014-03
收稿时间:2006-07-01
修稿时间:2006-07-01

A Nonmonotone Line Search Algorithm for LC1 Unconstrained Optimization
Xi Min,CAI Xing-ju.A Nonmonotone Line Search Algorithm for LC1 Unconstrained Optimization[J].Journal of Linyi Teachers' College,2006,28(6):14-16.
Authors:Xi Min  CAI Xing-ju
Institution:1. School of Informatics, University of Foreign Studies, Guangzhou Guangdong 510006, China; 2. School of Mathematics and Computer Science, Nanjing Normal University, Nanjing Jiangsu, 210097, China
Abstract:In this paper, we consider the LC1 unconstrained problems, which is continuously differentiable and its derivative is only locally Lipschitzian but not necessary F-differentiable. Here we consider using the second order Dini upper directional derivative to replace the second order directional derivative. We present a nonmonotone line search algorithm, and establish the global convergence.
Keywords:LC1 unconstrained problem  stationary point  nonmonotone  
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