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On efficiency of nonmonotone Armijo-type line searches

机译:非单调Armijo型线搜索的效率

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Monotonicity and nonmonotonicity play a key role in studying the global convergence and the efficiency of iterative schemes employed in the field of nonlinear optimization, where globally convergent and computationally efficient schemes are explored. This paper addresses some features of descent schemes and the motivation behind nonmonotone strategies and investigates the efficiency of an Armijo-type line search equipped with some popular nonmonotone terms. More specifically, we propose two novel nonmonotone terms, combine them into Armijo’s rule and establish the global convergence of sequences generated by these schemes. Furthermore, we report extensive numerical results and comparisons indicating the performance of the nonmonotone Armijo-type line searches using the most popular search directions on the CUTEst test collection of unconstrained problems. We finally apply the considered nonmonotone schemes to a deblurring problem to recover a blurredoisy image.
机译:单调性和非单调性在研究非线性优化领域中采用的全局收敛性和计算效率高的方案的全局收敛性和迭代方案的效率方面起着关键作用。本文介绍了下降方案的某些特征以及非单调策略背后的动机,并研究了配备一些流行的非单调术语的Armijo型线搜索的效率。更具体地说,我们提出了两个新颖的非单调术语,将它们组合成Armijo规则,并建立了由这些方案生成的序列的全局收敛。此外,我们报告了广泛的数值结果和比较结果,这些结果表明,在不受约束的问题的CUTEst测试集中,使用最流行的搜索方向进行非单调Armijo型线搜索的性能。最后,我们将考虑的非单调方案应用于去模糊问题,以恢复模糊/嘈杂的图像。

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