北华大学学报：自然科学版2012，Vol.13Issue(1)：37-40,4.
一类新的自适应信赖域算法
A New Class Self-adaptive Trust Region Algorithm
摘要
Abstract
This paper presents a nwe class of adaptive trust region algorithm. Ratios about the actual reduction and the predicition reduction around adjacent iteration points are weighted. It measures the approximate extent of the quadratic model and the objective ruction at current iterate point by the weighted sum. The trust region update rules adpot the new self-adaptive update rules introduced by A-function. Under some suitable assumptions, the algorithm has global convergence of the traditional trust region algorithm. Numerical experiments show that the algorithm is robust and effective.关键词
信赖域方法/自适应/全局收敛性Key words
trust region/self-adaptive/global convergence分类
数学引用本文复制引用
路云龙,李文钰..一类新的自适应信赖域算法[J].北华大学学报：自然科学版,2012,13(1):37-40,4.基金项目
吉林省教育厅科学技术研究项目（2009-158）. （）
