A DIRECT SEARCH FRAME-BASED ADAPTIVE BARZILAI-BORWEIN METHOD

作     者：Xiaowei Fang Qin Ni 

作者机构：College of Sciences Nanjing University of Aeronautics and Astronautics Nanjing 210016 China Department of Mathematics Huzhou University Huzhou 313000 China 

出 版 物：《Journal of Computational Mathematics》 (计算数学（英文）)

年 卷 期：2015年第33卷第2期

页      面：179-190页

核心收录：

学科分类：081504[工学-水利水电工程] 08[工学] 0815[工学-水利工程] 0835[工学-软件工程] 0802[工学-机械工程] 080201[工学-机械制造及其自动化] 

基　　金：Acknowledgments. This work was supported by the National Natural Science Founda- tion of China (11071117  11274109) and the Natural Science Foundation of Jiangsu Province (BK20141409) 

主　　题：Direct search Rotational minimal positive basis Adaptive Barzilai-Borweinmethod. 

摘      要：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.