| 基于锥模型的非单调自适应信赖域算法 |
| |
| 引用本文： | 冯琳,段复建.基于锥模型的非单调自适应信赖域算法[J].山西大学学报(自然科学版),2011,34(4):580-586. |
| |
| 作者姓名： | 冯琳 段复建 |
| |
| 作者单位： | 桂林电子科技大学数学与计算科学学院,广西桂林,541004 |
| |
| 基金项目： | 国家自然科学基金(1086100511061011); 广西自然科学基金(0991238) |
| |
| 摘 要： | 基于锥模型,结合提出的新的自适应技术,建立了一个求解无约束最优化问题的非单调自适应信赖域算法.当试探步不被接受时,采用非单调线搜索,减少了计算量.充分利用包含当前迭代点信息的新的自适应策略调节信赖域半径.在适当的条件下,证明了算法的全局收敛性和Q-二阶收敛性.数值试验表明该算法是有效的.
|
| 关 键 词： | 无约束最优化 锥模型 非单调信赖域方法 自适应 非单调线搜索 全局收敛性 |
A Non-monotone Self-adaptive Trust Region Method Based on the Conic Model |
| |
| FENG Lin
,
DUAN Fu-jian.A Non-monotone Self-adaptive Trust Region Method Based on the Conic Model[J].Journal of Shanxi University (Natural Science Edition),2011,34(4):580-586. |
| |
| Authors: | FENG Lin DUAN Fu-jian |
| |
| Institution: | FENG Lin,DUAN Fu-jian(School of Mathematics and Computational Science,Guilin University of Electronic Technology,Guilin 541004,China) |
| |
| Abstract: | Based on the conic model and a new self-adaptive technique,a non-monotone self-adaptive trust region algorithm for unconstrained optimization problems is got.When the trial step is not accepted,a non-monotonic line search is employed to reduce the cost.And the trust region radius is adjusted with a new self-adaptive adjustment strategy which makes full use of the information at the current point.Under mild conditions,the global convergence and Q-quadratic convergence of the new method are proved.Nemerical r... |
| |
| Keywords: | unconstrained optimization conic model non-monotonic trust-region method self-adaptive non-monotonic line search global convergence |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
