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一种解大规模无约束优化问题的BB型算法

A BB algorithm for solving large-scale unconstrained optimization problems

  • 摘要: 基于BB算法和IMPBOT算法的思想,结合修正割线方程得到2种新的BB步长,并利用Armijo线搜索,提出一种求解大规模无约束优化问题的BB型混合算法.在适当的条件下对其收敛性证明,并通过大量的数值试验来验证所提算法的有效性.

     

    Abstract: In the report, based on the IMPBOT algorithm, the BB algorithm combined with the modified secant equation, two new BB step sizes were obtained, and Armijo line search was used to propose a BB-type hybrid method for solving large-scale unconstrained optimization problems. The convergence of the proposed algorithm was proved under appropriate conditions, a large number of numerical experiments were performed to verify the effectiveness of the proposed algorithm.

     

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