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A class of nonmonotone trust region algorithms for constrained optimizations

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【Author】 KE Xiaowu(Department of Mathematics, Beijing Normal University, Beijing 100875, China)and HAN Jiye(Institute of Applied Mathematics, Chinese Academy of Sciences, Beijing 100080, China)

【机构】 Department of Mathematics； Beijing Normal University； Beijing 100875； China； Institute of Applied Mathematics； Chinese Academy of Sciences； Beijing 100080； China；

【摘要】 <正> In this note, we consider the following constrained optimization problem (COP) min f(x), x∈Ωwhere f(x): R~n→R is a continuously differentiable function on a closed convex set Ω. Forthe constrained optimization problem (COP), a class of nonmonotone trust region algorithmsis proposed in sec. 1. In sec. 2, the global convergence of this class of algorithms isproved. In sec. 3, some results about the Cauchy point are provided. The nonmonotone更多还原

【关键词】 constrained optimizations； trust region algorithms； nonmonotone； global convergence； Cauchy point.；
【Key words】 constrained optimizations； trust region algorithms； nonmonotone； global convergence； Cauchy point.；

【基金】 Project supported by the National Natural Science Foundation of China and Postdoctoral Foundation of China.

【文献出处】 Chinese Science Bulletin ,科学通报(英文版) , 编辑部邮箱 ,1995年16期

【分类号】O172
【下载频次】26

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