首页 | 本学科首页   官方微博 | 高级检索  
     

一类带非单调线搜索的信赖域算法
引用本文:庞善民,陈兰平. 一类带非单调线搜索的信赖域算法[J]. 计算数学, 2011, 33(1): 48-56
作者姓名:庞善民  陈兰平
作者单位:首都师范大学数学科学学院, 北京 100048
基金项目:国家自然科学基金(No. 60972140) 资助.
摘    要:通过将非单调Wolfe线搜索技术与传统的信赖域算法相结合,我们提出了一类新的求解无约束最优化问题的信赖域算法.新算法在每一迭代步只需求解一次信赖域子问题,而且在每一迭代步Hesse阵的近似都满足拟牛顿条件并保持正定传递.在一定条件下,证明了算法的全局收敛性和强收敛性.数值试验表明新算法继承了非单调技术的优点,对于求解某...

关 键 词:无约束最优化  信赖域方法  非单调线搜索  全局收敛
收稿时间:2009-06-01

ANEW FAMILYOFTRUSTREGIONALGORITHMSWITHA NONMONOTONE LINE SEARCH TECHNIQUE
Pang Shanmin,Chen Lanping. ANEW FAMILYOFTRUSTREGIONALGORITHMSWITHA NONMONOTONE LINE SEARCH TECHNIQUE[J]. Mathematica Numerica Sinica, 2011, 33(1): 48-56
Authors:Pang Shanmin  Chen Lanping
Affiliation:School of Mathematical Sciences, Capital Normal University, Beijing 100048, China
Abstract:We propose a new family of trust region algorithms for unconstrained optimization problems which is combining traditional trust region method with a nonmonotone Wolfe line search technique. The new algorithm solves the trust region subproblem only once at each iteration, furthermore, the matrix approximation to the Hessian simultaneously satisfies the quasi-Newton condition at each iteration and maintains its positive definiteness. Under certain conditions, the global convergence and strong global convergence of the algorithm are proved. Numerical results show that the algorithm inherits the advantages of the nonmonotone schemes and is meaningful to some optimization problems.
Keywords:Unconstrained optimization  Trust-region method  Nonmonotone line search  Global convergence
本文献已被 CNKI 万方数据 等数据库收录!
点击此处可从《计算数学》浏览原始摘要信息
点击此处可从《计算数学》下载全文
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号