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| 一类带线搜索的非单调信赖域算法 | |
| 引用本文： | 姚升保,施保昌,彭叶辉. 一类带线搜索的非单调信赖域算法[J]. 数学杂志, 2003, 23(3): 290-294 |
| 作者姓名： | 姚升保 施保昌 彭叶辉 |
| 作者单位： | 华中科技大学数学系,武汉,430074 |
| 摘 要： | 本文对于无约束最优化问题提出了一类新的非单调信赖域算法．与通常的非单调信赖域算法不同，当试探步不成功时，并不重解信赖域子问题，而采用非单调线搜索，从而减小了计算量．在适当的条件下，证明了此算法的全局收敛性． |
| 关 键 词： | 无约束优化 非单调信赖域算法 线搜索 收敛性 |
| 文章编号： | 0255-7797(2003)03-0290-05 |
A NONMONOTONIC TRUST REGION ALGORITHM WITH LINESEARCH |
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| YAO Sheng-bao) SHI Bao-chang PENG Ye-hui. A NONMONOTONIC TRUST REGION ALGORITHM WITH LINESEARCH[J]. Journal of Mathematics, 2003, 23(3): 290-294 | |
| Authors: | YAO Sheng-bao) SHI Bao-chang PENG Ye-hui |
| Abstract: | A new nonmonotonic trust algorithm for unconstrained optimization problems is presented. Different from usual nonmonotonic trust region method, it takes linesearch instead of resolving the subproblem when the trail step is not successful. This may allow a considerable computational saving. Global convergence is proved under certain conditions. |
| Keywords: | unconstrained optimization nonmonotonic trust region algorithm line search convergence |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ | |