节点文献
求解无约束最优化非单调自确定信赖域算法
A nonmonotone automatic determination trust region method for unconstrained optimization problem
【摘要】 基于文献[1]给出的自适应信赖域算法,结合非单调技术提出一个新的求解无约束优化问题的非单调自确定信赖域算法。该算法具有全局收敛性,并在适合的条件下也得到该算法的局部超线性和二次收敛性。
【Abstract】 Based on Shi Zheng-jun’s self-adaptive trust region method and combined to the nonmonotone technique,we presente a new trust region method with nonmonotone automatic determination for unconstrained optimization problems.This algorithm has global convergence properties.The local superlinear convergence and quadratic convergence are also obtained under suitable conditions.
【关键词】 非单调自确定信赖域法;
无约束最优化;
全局收敛性;
局部超线性;
【Key words】 nonmonotone automatic determination trust region method; unconstrained optimization; global convergence; local superlinear convergence;
【Key words】 nonmonotone automatic determination trust region method; unconstrained optimization; global convergence; local superlinear convergence;
【基金】 国家自然科学基金(10661005)
- 【文献出处】 桂林电子科技大学学报 ,Journal of Guilin University of Electronic Technology , 编辑部邮箱 ,2010年02期
- 【分类号】O224
- 【下载频次】77