| 解无约束优化的非单调自适应信赖域算法 |
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| 引用本文： | 曾刘拴.解无约束优化的非单调自适应信赖域算法[J].重庆工商大学学报(自然科学版),2013(11):55-61. |
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| 作者姓名： | 曾刘拴 |
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| 作者单位： | 重庆大学数学与统计学院,重庆401331 |
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| 摘 要： | 受文献14]的启发，针对无约束优化问题提出了一个基于二次模型的非单调信赖域算法；算法结合自适应技术，避免信赖域半径更新的盲目性；并引入新的非单调技术，利用非单调Armijo线搜索得到步长，进而产生新的迭代点；在文献14]减少一个假设条件的情况下，证明了该算法的全局收敛性，数值实验表明了算法的有效性。
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| 关 键 词： | 无约束规划 非单调信赖域算法 自适应方法 滤子 全局收敛性 |
Nonmonotone Self-Adaptive Trust-region Algorithm for Solving Unconstrained Optimization |
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| ZENG Liu-shuan.Nonmonotone Self-Adaptive Trust-region Algorithm for Solving Unconstrained Optimization[J].Journal of Chongqing Technology and Business University:Natural Science Edition,2013(11):55-61. |
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| Authors: | ZENG Liu-shuan |
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| Institution: | ZENG Liu-shuan ( College of Mathematics and Statistics, Chongqing University, Chongqing 401331, China) |
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| Abstract: | Inspired by reference 14] ,a non-monotone trust-region algorithm is proposed based on a quaorauc model for solving unconstrained optimization. Self-adaptive technology is employed to avoid the blindness of the trust region radius＇ update. A new nonmonotone technique is introduced in this paper, a step size is got by the non- monotone Armijo line search, thus a new iterative point is achieved. The global convergence of this new algorithm is verified under the reduction of one supposed condition in reference 14]. Preliminary numerical experiments show that the new algorithm is effective. |
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| Keywords: | unconstrained rule nonmonotone trust-region algorithm self-adaptive method filter global convergence |
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