Year: 2015
Author: Xiaowei Fang, Qin Ni
Journal of Computational Mathematics, Vol. 33 (2015), Iss. 2 : pp. 179–190
Abstract
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 hundred and twenty numerical tests using the CUTEr test problem library, we show that the proposed method is promising.
You do not have full access to this article.
Already a Subscriber? Sign in as an individual or via your institution
Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/jcm.1411-m4519
Journal of Computational Mathematics, Vol. 33 (2015), Iss. 2 : pp. 179–190
Published online: 2015-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 12
Keywords: Direct search Rotational minimal positive basis Adaptive Barzilai-Borwein method.