共查询到20条相似文献,搜索用时 62 毫秒
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文章结合非单调信赖域方法和非单调线搜索技术提出了一类新的无约束优化算法.与传统的非单调信赖与算法相比,此算法在每步都采用非单调Wolfe线搜索得到下一个迭代点,信赖域半径由子问题的近似解和线搜索的步长调节,这样得到的新算法不仅不需重解子问题,而且在每步迭代保证目标函数的近似海赛矩阵的正定性,在一定条件下证明了算法具有全局收敛性和Q-二次收敛性.数值试验表明算法是十分有效的. 相似文献
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结合非单调信赖域方法,和非单调线搜索技术,提出了一种新的无约束优化算法.信赖域方法的每一步采用线搜索,使得迭代每一步都充分下降加快了迭代速度.在一定条件下,证明了算法具有全局收敛性和局部超线性.收敛速度.数值试验表明算法是十分有效的. 相似文献
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一类带非单调线搜索的信赖域算法 总被引:1,自引:0,他引:1
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... 相似文献
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本文利用一个修正的BFGS公式,提出了一个结合Armijo线搜索条件技术的BFGS信赖域方法,并在一定条件下证明了该方法的全局收敛性和超线性收敛性.初步的数值实验结果表明该方法是有效的. 相似文献
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一类新的非单调信赖域算法 总被引:1,自引:0,他引:1
提出了一类带线性搜索的非单调信赖域算法.算法将非单调Armijo线性搜索技术与信赖域方法相结合,使算法不需重解子问题.而且由于采用了MBFGS校正公式,使矩阵Bk能较好地逼近目标函数的Hesse矩阵并保持正定传递.在较弱的条件下,证明了算法的全局收敛性.数值结果表明算法是有效的. 相似文献
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通过改变预计下降量,使其与实际下降量对应起来,对无约束最优化问题提出一类新的非单调信赖域算法.可以证明,在一定的条件下,该算法具有全局收敛性. 相似文献
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Jinghui Liu Changfeng Ma 《计算数学(英文版)》2014,(4):476-490
Based on the nonmonotone line search technique proposed by Gu and Mo (Appl. Math. Comput. 55, (2008) pp. 2158-2172), a new nonmonotone trust region algorithm is proposed for solving unconstrained optimization problems in this paper. The new algorithm is developed by resetting the ratio ρk for evaluating the trial step dk whenever acceptable. The global and superlinear convergence of the algorithm are proved under suitable conditions. Numerical results show that the new algorithm is effective for solving unconstrained optimization problems. 相似文献
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极大熵方法与非单调曲线搜索可行方向法 总被引:7,自引:0,他引:7
The convergence of maximum entropy methods is obtained on Kuhn-Tucker/Fritz John points. Then according to the nature of maximum entropy methods, we study the structure and convergent properties of feasible directions methods with nonmonotone curvilinear search rules from the unified point. On this basis, we discuss the numerically computing technique which combines nonmonotone curvilinear search methods and maximum entropy methods, and the numerically computing results for some optimization problems are obtained. The results show that our algorithm is efficient. 相似文献
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L. P. Sun 《计算数学(英文版)》1996,14(3):195-202
1.IntroductionInunconstrainedoptimizationthebasicproblemconsideredisMinf(x)(1.1)wheref(x):R"-Risarealdifferentiablefunction.Manyalgorithmshavebeenproposedforsolving(1.1).The8upermemorydescentmethodisoneofthem.Itsmainideaistocombineadescentdirectionwiththedisplacementsgeneratedbypreviousiterationsforobtaininganewsearchdirection.thetypicaJformofthemethodisshownbyWolfeandViazminsky['4].Thatis,forthekthiteration,calculateak3P1`),skandxk+ifrom1)TheProjectSupportedbyNationalNaturalSciencesFoun… 相似文献
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In this paper we present a nonmonotone trust region method for nonlinear least squares problems with zero-residual and prove its convergence properties. The extensive numerical results are reported which show that the nonmonotone trust region method is generally superior to the usual trust region method. 相似文献
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A NONMONOTONE TRUST REGION ALGORITHM FOR NONLINEAR OPTIMIZATION SUBJECT TO GENERAL CONSTRAINTS 总被引:2,自引:0,他引:2
Hongchao Zhang+ 《计算数学(英文版)》2003,(2)
In this paper we present a nonmonotone trust region algorithm for general nonlinear constrained optimization problems. The main idea of this paper is to combine Yuan's technique[1] with a nonmonotone method similar to Ke and Han [2]. This new algorithm may not only keep the robust properties of the algorithm given by Yuan, but also have some advantages led by the nonmonotone technique. Under very mild conditions, global convergence for the algorithm is given. Numerical experiments demonstrate the efficiency of the algorithm. 相似文献
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