学术
带有线搜索的新的非单调自适应信赖域算法
杨扬[1,2] 孙文瑜[2]
[1]徐州工程学院数学与物理科学学院,徐州221008 [2]南京师范大学数学与计算机科学学院,南京210097
摘 要:
本文给出了一种新的信赖域算法。该算法以变化的速率来调整信赖域半径的大小。在由信赖域子问题产生的试探步不被接受的情况下,新算法采用线搜索的方法得到下一个迭代点。同时算法采用非单调的技术来加速算法的收敛效果。文中给出了新算法的全局收敛性分析和数值试验的结果。[著者文摘]
文章出处:
《工程数学学报》-2007年24卷5期 -788-794页
分 类 号:
文献标识码:
A
文章编号:
1005-3085（2007）05-0788-07
A New Nonmonotonic Self-adaptive Trust Region Algorithm with Line Search
YANG Yang, SUN Wen-yu （1. School of Mathematics and Physics Science, Xuzhou Institute of Technology, Xuzhou 221008 ; 2. School of Mathematics and Computer Science, Nanjing Normal University, Nanjing 210097）
Abstract:
We propose a new trust region algorithm which the trust region radius is updated at a variable rate. Moreover, the new algorithm performs a backtracking line search from the failed point instead of resolving the trust region subproblem. A nonmonotonic criterion is also used to speed up the convergence. We establish the global convergence of the new algorithm. Numerical results are also presented.[著者文摘]
Key words:
unconstrained optimization; trust region; line search; nonmonotonic： global convergence
基金资助:
The National Natural Science Foundation of China （10231060）, the Special Research Fund of Doctoral Program of Higher Education of China （20040319003） and the Graduates＇ Creative Project of Jiangsu Province, China.
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