| 一类带线搜索的非单调信赖域算法 |
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| 引用本文： | 可婷,景书杰. 一类带线搜索的非单调信赖域算法[J]. 佳木斯大学学报, 2007, 25(4): 549-551 |
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| 作者姓名： | 可婷 景书杰 |
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| 作者单位： | 河南理工大学数信学院,河南焦作454003 |
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| 摘 要： | 给出无约束最优化的一类带线搜索的非单调信赖域算法.在一定条件下证明了算法的全局收敛性和Q-二阶收敛速度.这类算法与通常的非单调信赖域算法不同.当试探步不成功时,采用线搜索技术得到下一个迭代点.这样不仅减少了计算量,而且避免了下参考函数值远大于实际函数值的问题.
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| 关 键 词： | 无约束最优化 信赖域算法 非单调 线搜索 全局收敛性 线搜索 非单调信赖域算法 Line Search Trust Region Algorithm 问题 函数值 计算量 迭代点 搜索技术 试探步 收敛速度 二阶 全局收敛性 条件 无约束最优化 |
| 文章编号： | 1008-1402（2007）04-0549-03 |
| 收稿时间： | 2007-03-13 |
| 修稿时间： | 2007-03-13 |
A Nonmonotonic Trust Region Algorithm with Line Search |
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| KE Ting,JING Shu-jie. A Nonmonotonic Trust Region Algorithm with Line Search[J]. Journal of Jiamusi University(Natural Science Edition), 2007, 25(4): 549-551 |
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| Authors: | KE Ting JING Shu-jie |
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| Affiliation: | School of Mathematics and Information Sdence, Henan Polytechnic University, Jiaozuo 454003, China |
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| Abstract: | A nonmonotonic trust region algorithm with line search for unconstrained optimization problems is presented in this paper. Its global convergence and Q- quadratic convergence are proved under suitable conditions. Differing from usual nonmonotonic trust region method, the algorithm takes line search technique to get the next iterative point when the trail step is not accepted. This method may not only reduce a considerable saving, but also avoid the possibility that the reference function value may be much larger than the real one. |
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| Keywords: | unconstrained optimization trust - region algorithms nonmonotone line search global convergence |
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