| 非光滑优化信赖域算法的改进 |
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| 引用本文： | 高雷阜,雷蕾. 非光滑优化信赖域算法的改进[J]. 世界科技研究与发展, 2011, 33(1): 18-20 |
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| 作者姓名： | 高雷阜 雷蕾 |
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| 作者单位： | 辽宁工程技术大学数学与系统科学研究所,阜新,123000 |
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| 基金项目： | 辽宁省教育厅基金资助项目 |
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| 摘 要： | 给出了无约束非光滑优化问题的一种改进的信赖域算法。改进后的算法不仅满足全局收敛性，而且算法中增加的内循环在有限步内必终止，进一步减少了矩阵的运算量。最后给出一些初步的数值实验。
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| 关 键 词： | 非光滑优化 信赖域 全局收敛 数值实验 |
Improvement on Non-smooth Optimization of Trust Region Algorithms |
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| GAO Leifu,LEI Lei. Improvement on Non-smooth Optimization of Trust Region Algorithms[J]. World Sci-tech R & D, 2011, 33(1): 18-20 |
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| Authors: | GAO Leifu LEI Lei |
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| Affiliation: | (Applied Mathematics Institution, Liaoning Technical University,Fuxin 123000) |
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| Abstract: | An improved trust region method of unconstrained non - smooth optimization problems is presented. The method meets the needs of global convergence ;the additional internal recycle of the method will surely be stopped in limited steps so that the matrix operation is reduced. At the end, some preliminary numerical experiments are given. |
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| Keywords: | non-smooth optimization trust region global convergence numerical experiment |
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