| 带有线搜索的新的非单调自适应信赖域算法 |
| |
| 引用本文： | 杨扬,孙文瑜.带有线搜索的新的非单调自适应信赖域算法[J].工程数学学报,2007,24(5):788-794. |
| |
| 作者姓名： | 杨扬 孙文瑜 |
| |
| 作者单位： | 1. 徐州工程学院数学与物理科学学院,徐州,221008;南京师范大学数学与计算机科学学院,南京,210097
2. 南京师范大学数学与计算机科学学院,南京,210097 |
| |
| 基金项目： | The National Natural Science Foundation of China (10231060)，the Special Research Fund of Doctoral Program of Higher Education of China (20040319003)，the Graduates' Creative Project of Jiangsu Province,China. |
| |
| 摘 要： | 本文给出了一种新的信赖域算法。该算法以变化的速率来调整信赖域半径的大小。在由信赖域子问题产生的试探步不被接受的情况下,新算法采用线搜索的方法得到下一个迭代点。同时算法采用非单调的技术来加速算法的收敛效果。文中给出了新算法的全局收敛性分析和数值试验的结果。
|
| 关 键 词： | 无约束优化 信赖域 线搜索 非单调 全局收敛性 |
| 文章编号： | 1005-3085（2007）05-0788-07 |
| 修稿时间： | 2005-11-25 |
A New Nonmonotonic Self-adaptive Trust Region Algorithm with Line Search |
| |
| YANG Yang,SUN Wen-yu.A New Nonmonotonic Self-adaptive Trust Region Algorithm with Line Search[J].Chinese Journal of Engineering Mathematics,2007,24(5):788-794. |
| |
| Authors: | YANG Yang SUN Wen-yu |
| |
| Affiliation: | 1. School of Mathematics and Physics Science, Xuzhou Institute of Technology, Xuzhou 221008 ; 2. School of Mathematics and Computer Science, Nanjing Normal University, Nanjing 210097 |
| |
| Abstract: | We propose a new trust region algorithm which the trust region radius is updated at a variable rate.Moreover,the new algorithm performs a backtracking line search from the failed point instead of resolving the trust region subproblem.A nonmonotonic criterion is also used to speed up the convergence.We establish the globM convergence of the new algorithm.Numerical results are also presented. |
| |
| Keywords: | unconstrained optimization trust region line search nonmonotonic global convergence |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
