| 基于简单二次函数模型的非单调自适应信赖域算法 |
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| 引用本文： | 冯琳,段复建.基于简单二次函数模型的非单调自适应信赖域算法[J].信阳师范学院学报(自然科学版),2011,24(1):38-42. |
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| 作者姓名： | 冯琳 段复建 |
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| 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 |
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| 摘 要： | 基于简单二次函数模型,结合非单调技术和自适应技术,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,并在适当的条件下,证明了算法的全局收敛性和超线性收敛性.理论分析算法是有效的,适合求解大规模问题.
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| 关 键 词： | 非单调 自适应 信赖域算法 全局收敛性 超线性收敛性 |
A Nonmontone Self-adaptive Trust Region Algorithm Based on a Simple Quadratic Model |
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| FENG Lin,DUAN Fu-jian.A Nonmontone Self-adaptive Trust Region Algorithm Based on a Simple Quadratic Model[J].Journal of Xinyang Teachers College(Natural Science Edition),2011,24(1):38-42. |
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| Authors: | FENG Lin DUAN Fu-jian |
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| Institution: | FENG Lin,DUAN Fu-jian(School of Mathematics and Computational Science,Guilin University of Electronic Technology,Guilin 541004,China) |
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| Abstract: | Based on the simple quadratic model,nonmonotone technique and adaptive technique are combined to propose a nonmonotone self-adaptive trust region algorithm for unconstrained optimization problems.The global and superlinear convergence results of the nonmonotone self-adaptive trust region method are proved under mild conditions.Theoretical analysis shows that the algorithm is efficient and attractive for large-scaled optimization problems. |
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| Keywords: | nonmonotone self-adaptive trust region algorithm global convergence super-linear convergence |
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