首页    期刊浏览 2024年10月06日 星期日
登录注册

文章基本信息

  • 标题:A MEMORYLESS SYMMETRIC RANK-ONE METHOD WITH SUFFICIENT DESCENT PROPERTY FOR UNCONSTRAINED OPTIMIZATION
  • 本地全文:下载
  • 作者:Shummin Nakayama ; Yasushi Narushima ; Hiroshi Yabe
  • 期刊名称:日本オペレーションズ・リサーチ学会論文誌
  • 印刷版ISSN:0453-4514
  • 电子版ISSN:2188-8299
  • 出版年度:2018
  • 卷号:61
  • 期号:1
  • 页码:53-70
  • DOI:10.15807/jorsj.61.53
  • 语种:English
  • 出版社:Japan Science and Technology Information Aggregator, Electronic
  • 摘要:

    Quasi-Newton methods are widely used for solving unconstrained optimization problems. However, it is difficult to apply quasi-Newton methods directly to large-scale unconstrained optimization problems, because they need the storage of memories for matrices. In order to overcome this difficulty, memoryless quasi-Newton methods were proposed. Shanno (1978) derived the memoryless BFGS method. Recently, several researchers studied the memoryless quasi-Newton method based on the symmetric rank-one formula. However existing memoryless symmetric rank-one methods do not necessarily satisfy the sufficient descent condition. In this paper, we focus on the symmetric rank-one formula based on the spectral scaling secant condition and derive a memoryless quasi-Newton method based on the formula. Moreover we show that the method always satisfies the sufficient descent condition and converges globally for general objective functions. Finally, preliminary numerical results are shown.

  • 关键词:Nonlinear programming;unconstrained optimization;memoryless quasi-Newton method;symmetric rank-one formula;sufficient descent condition
国家哲学社会科学文献中心版权所有