| 基于锥模型的无约束优化问题的信赖域算法 |
| |
| 引用本文： | 葛昌营,陆莎,韦增欣.基于锥模型的无约束优化问题的信赖域算法[J].重庆工学院学报,2009,23(1):143-145,168. |
| |
| 作者姓名： | 葛昌营 陆莎 韦增欣 |
| |
| 作者单位： | 广西大学数学与信息科学学院; |
| |
| 基金项目： | 国家自然科学基金资助项目(10761001) |
| |
| 摘 要： | 对无约束优化问题,提出了一种基于锥模型的非单调信赖域算法.该算法与通常的信赖域算法的不同在于:当试探步不成功时,不再重新求解子问题,而是采用非单调线搜索技术.对子问题进行了分析,并证明了算法的超线性收敛性.
|
| 关 键 词： | 无约束优化 锥模型 非单调 信赖域算法 线搜索 |
Nonmonotone Trust Region Algorithm Based on the Conic Model for Unconstrained Optimization |
| |
| GE Chang-ying,LU Sha,WEI Zeng-xin.Nonmonotone Trust Region Algorithm Based on the Conic Model for Unconstrained Optimization[J].Journal of Chongqing Institute of Technology,2009,23(1):143-145,168. |
| |
| Authors: | GE Chang-ying LU Sha WEI Zeng-xin |
| |
| Affiliation: | College of Mathematics and Information Science;Guangxi University;Nanning 530004;China |
| |
| Abstract: | A new nonmonotone trust region algorithm based on the conic model for unconstrained optimization is presented in this paper.Different from usual trust region algorithms,it takes nonmonotone line search instead of resolving the subproblem when the trial step is not successful.The subproblem is analysed,and the superlinear convergence is proved. |
| |
| Keywords: | unconstrained optimization conic model nonmonotone trust region algorithm line search |
| 本文献已被 CNKI 维普 等数据库收录！ |
|
