Minimization algorithms based on supervisor and searcher cooperation

	Minimization algorithms based on supervisor and searcher cooperation
	Liu, W ; Dai, YH
刊名	JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
	2001-11-01
卷号	111 期号:2 页码:359-379
关键词	robust algorithms noisy optimization gradient algorithms stochastic approximations
ISSN号	0022-3239
英文摘要	In the present work, we explore a general framework for the design of new minimization algorithms with desirable characteristics, namely, supervisor-searcher cooperation. We propose a class of algorithms within this framework and examine a gradient algorithm in the class. Global convergence is established for the deterministic case in the absence of noise and the convergence rate is studied. Both theoretical analysis and numerical tests show that-the algorithm is efficient for the deterministic case. Furthermore, the fact that there is no line search procedure incorporated in the algorithm seems to strengthen its robustness so that it tackles effectively test problems with stronger stochastic noises. The numerical results for both deterministic and stochastic test problems illustrate the appealing attributes of the algorithm.
WOS研究方向	Operations Research & Management Science ; Mathematics
语种	英语
出版者	KLUWER ACADEMIC/PLENUM PUBL
WOS记录号	WOS:000172241900007
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/16728]
专题	中国科学院数学与系统科学研究院
通讯作者	Liu, W
作者单位	1.Univ Kent, Canterbury Business Sch, Canterbury, Kent, England 2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Liu, W,Dai, YH. Minimization algorithms based on supervisor and searcher cooperation[J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,2001,111(2):359-379.
APA	Liu, W,&Dai, YH.(2001).Minimization algorithms based on supervisor and searcher cooperation.JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,111(2),359-379.
MLA	Liu, W,et al."Minimization algorithms based on supervisor and searcher cooperation".JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS 111.2(2001):359-379.