二阶非单调线搜索方法与其收敛性分析.pdfVIP

摘要 摘 要 本文通过使用Hesse矩阵的负曲率信息和强制函数的概念，提 出了二阶非单调Wblfe线搜索方法和二阶非单调线搜索方法的一 般形式，即所定义的二阶非单调F。准则．证明了Wblfe线搜索准则 所产生的迭代序列收敛于稳定点，该稳定点满足二阶最优性条 是F一准则的特殊情况．最后通过数值试验说明了本文所提出的新 方法的可行性和有效性． 关键词： 非单调，二阶线线索，下降对，W6lfe准则，F一准则，强制函 数，无约束优化． Abstract Abstract Inthis the curvatureinformationfrom paperbyusingnegatiVe theHessianandthe of1Flexible a function，we conception forcing present new calledmenonmonotonesecondorderWblfe’slinesearch algorithm methodandthe formofnonmonotonesecondorderlinesearch general wecallthenonmonotonesecondorder methods，which F—rule．W色prove thatthe tothe thatsat- sequencegeneratedconVe略esstationarypoints the order second conditions．W色alsothatthe isfy optimality proVe pop— ular1inesearchmethods．whichincludethenonnlonotonesecondorder nonmonotonesecondorderGoldsteinruleandthenon— Armijorule，the monotonesecondorderW|01ferulearea11the casesoftheF-mle． special Inaddition．thenumericalresultsshowthattheabovetwonewmethods areef．fectiVeandrobustin practicalcomputation． orderline Nonmonotone；secondsearch；descent Keywords： pairs； W6lfe’sline function；unconstrained search；F—mle；forcing optimiza- tion． 一V一 第l章引言