论文标题
MBFG具有不同不精确线搜索规则的性能
The Performance of MBFGS with Different Inexact Line Search Rule
论文作者
论文摘要
当目标函数为非凸面时，通常使用修改的BFGS优化算法。在这种方法中，必须沿特定方向移动，以便目标函数的值降低。因此，不同的不精确线搜索或精确的线路搜索在优化中起重要作用。在这里，我们研究了使用不同不精确线搜索方法的修改BFG，并在某些测试问题中进行了比较。数值结果表明，具有Armijo线搜索方法的MBFG有效地解决了非连接非线性非线性不受约束的优化问题。
The modified BFGS optimization algorithm is generally used when the objective function is non-convex. In this method, one has to move in a specific direction such that the value of the objective function reduces. Therefore, the different inexact line search or exact line search plays an important role in optimization. Here, we have studied Modified BFGS with different inexact line searches methods and compared them in some test problems. Numerical results show that MBFGS with Armijo line search methods is efficient for solving non-convex non-linear unconstrained optimization problems.
