解无约束优化问题的一个新的非单调信赖域算法OA北大核心CSCDCSTPCD
A New Non-monotone Trust Region Algorithm for Solving Unconstrained Optimization Problems
在传统信赖域方法的基础上,提出了求解无约束最优化问题的一个新的带非单调线搜索的信赖域算法.该算法采用非单调Wolfe线搜索技术获得迭代步长,新算法在每一迭代步只需求解一次信赖域子问题,克服了每次迭代求解信赖域子问题时计算量较大的缺点.在一定条件下,证明了算法的全局收敛性.数值实验结果表明该算法是有效的.
Based on the traditional trust region met hod, a new trust region algorithm with non-monotone line search is proposed for solving unconstrained optimization problems. The stepsize is obtained making use of non-monotone Wolfe line search rule. The new algorithm solves the trust region subproblem only once at each iteration, which overcomes the shortcomings of large amount of calculation when solving the subproblem at each iteration. The global convergence of …查看全部>>
刘景辉;马昌凤
福建师范大学数学与计算机科学学院,福建福州350007福建师范大学数学与计算机科学学院,福建福州350007
数理科学
无约束优化问题信赖域方法非单调线搜索全局收敛性
unconstrained optimization problem trust region algorithm non-monotone line searchglobal convergence
《福建师范大学学报（自然科学版）》 2012 (3)
随机变分不等式与互补问题的迭代算法研究
19-25,7
国家自然科学基金资助项目(11071041)
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