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带拟牛顿性质和BFGS型更新的新梯度步骤

2025.05.19

投稿:龚惠英部门:理学院浏览次数:

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汇报标题 (Title):New gradient method with quasi-Newton property and BFGS type update (带拟牛顿性质和BFGS型更新的新梯度步骤)

汇报人 (Speaker):孙聪 教授(北京邮电大学)

汇报功夫 (Time):2025年5月17日 (周六) 15:00

汇报地址 (Place):校本部GJ303

约请人(Inviter):徐姿 教授

主办部门:理学院数学系

汇报提要: A new stepsize for gradient method is proposed, from the perspective of quasi-Newton property. The BFGS type stepsize update strategy is proposed through quasi-Newton update formula. The global convergence of the proposed gradient method is proved, with the combination of GLL nonmonotone linesearch. The convergence rate is also analyzed. In numerical experiments, the proposed gradient method outperforms the benchmark gradient and conjugate gradient methods in terms of computational cost.

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