| 一类新的带线搜索的自适应非单调信赖域算法 |
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| 引用本文： | 赵绚,王希云.一类新的带线搜索的自适应非单调信赖域算法[J].太原科技大学学报,2010,31(1):68-71. |
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| 作者姓名： | 赵绚 王希云 |
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| 作者单位： | 太原科技大学应用科学学院,太原,030024 |
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| 摘 要： | 对于无约束优化问题提出了一类基于新锥模型的带线搜索的信赖域算法。利用自适应技术,当试探步不成功时,不需重新求解子问题,而采用Armijo线搜索,以减少计算量。在适当的条件下,证明了算法的全局收敛性。
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| 关 键 词： | 信赖域 非单调 自适应 锥模型 Armijo线搜索 |
A Nonmonotone Self-adaptive Trust Region Algorithm with Line Search Based on the New Conic Model |
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| ZHAO Xuan,WANG Xi-yun.A Nonmonotone Self-adaptive Trust Region Algorithm with Line Search Based on the New Conic Model[J].Journal of Taiyuan University of Science and Technology,2010,31(1):68-71. |
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| Authors: | ZHAO Xuan WANG Xi-yun |
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| Institution: | ZHAO Xuan,WANG Xi-yun(School of Applied Sciences,Taiyuan University of Science , Technology,Taiyuan 030024,China) |
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| Abstract: | A line search trust algorithm for unconstrained optimization problems is presented.The trust radius in the new method is automatically determined with second order information based.To reduce the computational,it takes the nonmonotonic Armijo line search instead of resolving the subproblem when the trail step is not successful.Global convergence is proved under certain conditions. |
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| Keywords: | trust-region nonmonotone self-adaptive the New Conic Model the Armijo line search |
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