| 带回溯线搜索的新锥模型信赖域算法 |
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| 引用本文： | 郎立勤,王希云.带回溯线搜索的新锥模型信赖域算法[J].太原科技大学学报,2012(1):71-74. |
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| 作者姓名： | 郎立勤 王希云 |
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| 作者单位： | 太原科技大学应用科学学院 |
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| 基金项目： | 山西省自然科学基金(2008011013) |
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| 摘 要： | 结合线搜索方法计算量小的优点和信赖域算法很好的收敛性,将回溯线搜索应用到新锥模型自适应信赖域方法上构造了一类新的算法,并证明了该算法具有全局收敛性。初步的数值实验表明该算法是可行的。
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| 关 键 词： | 无约束优化 信赖域算法 回溯线搜索 |
Trust Region Algorithm with Backtracking Line Search Based on the New Conic Model |
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| LANG Li-qin,WANG Xi-yun.Trust Region Algorithm with Backtracking Line Search Based on the New Conic Model[J].Journal of Taiyuan University of Science and Technology,2012(1):71-74. |
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| Authors: | LANG Li-qin WANG Xi-yun |
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| Institution: | (School of Applied Sciences,Taiyuan University of Science and Technology,Taiyuan 030024,China) |
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| Abstract: | Combining the better convergence of trust region algorithm and the less computation of line search method,the backtracking line search was applied to the new conic model adaptive trust region method for constructing a new class of algorithm.The global convergence of this algorithm is proved,and the intial numerical results shows that the algorithm is feasible. |
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| Keywords: | unconstrained optimization trust-region backtracking line search |
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