广西科学2006，Vol.13Issue(2)：96-101,108,7.
无约束优化中带线搜索的非单调信赖域算法
A Nonmonotonic Trust Region Algorithm with Line Search for Unconstrained Optimization
摘要
Abstract
Combining trust region and line search with nonmonotone technique,we give a nonmonotone trust region method for unconstrained optimization.Under suitable conditions,the global convergence and Q-quadratic convergence of our algorithm are well proved.When the trial step is not accepted,we get the next iterative point by nonmonotone line search technique.Unlike traditional nonmonotone algorithms,our method can avoid the possibility that the reference function value used to generate non-monotonicity may be much larger than the real function value.Primary numerical results show that this algorithm is efficient.关键词
无约束优化/非单调信赖域/线搜索/全局收敛/Q-二次收敛Key words
unconstrained optimization/nonmonotonic trust region/line search/global convergence/Q-quadratic convergence分类
数理科学引用本文复制引用
莫降涛,颜世翠,刘春燕..无约束优化中带线搜索的非单调信赖域算法[J].广西科学,2006,13(2):96-101,108,7.基金项目
Supported by Science Foundation of Guangxi (No.0542043). （No.0542043）
