| 无约束优化问题的多重滤子线搜索信赖域方法 |
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| 引用本文： | 朱光军,韦增欣.无约束优化问题的多重滤子线搜索信赖域方法[J].广西大学学报(自然科学版),2009,34(3). |
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| 作者姓名： | 朱光军 韦增欣 |
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| 作者单位： | 广西大学数学与信息科学学院,广西南宁,530004 |
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| 基金项目： | 国家自然基金资助项目 |
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| 摘 要： | 结合多重滤子、线搜索和非单调技术,对无约束优化问题提出新的非单调信赖域算法.当试验点迭代不成功时,采用多重滤子线搜索,尽量减少重新求解信赖域子问题的次数,从而降低了计算量.在一定的条件下,给出新算法的全局收敛性证明.
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| 关 键 词： | 无约束优化 信赖域算法 多重滤子 线搜索 |
Multidimensional line search filter trust region method for uncontrained optimization |
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| ZHU Guang-jun,WEI Zeng-xin.Multidimensional line search filter trust region method for uncontrained optimization[J].Journal of Guangxi University(Natural Science Edition),2009,34(3). |
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| Authors: | ZHU Guang-jun WEI Zeng-xin |
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| Institution: | College of Mathematics and Information Science;Guangxi University;Nanning 530004;China |
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| Abstract: | In this paper,a new nonmonotonic trust region method is presented for unconstrained optimization problems by combining multidimensional filter line search and nonmonotone technique.When a trial step is not successful,a multidimensional filter line search is taken to reduce the number of re-solving subproblem as far as possible.This may allow a considerable computational saving.The global convergence of the algorithm is given under certain conditions. |
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| Keywords: | unconstrained optimization trust-region algorithm multidimensional filter line search |
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