| 一类LC1规划问题的超线性收敛ODE信赖域算法 |
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| 引用本文： | 欧宜贵,侯定丕. 一类LC1规划问题的超线性收敛ODE信赖域算法[J]. 数学季刊, 2003, 18(2): 140-145 |
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| 作者姓名： | 欧宜贵 侯定丕 |
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| 作者单位： | 1. Department of Mathematics and Physics，Hainan University，Haikou 570228，China ; 2. Department of Mathematics，University of Science and Technology of China，Hefei 230026，China |
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| 摘 要： | In this paper, a new trust region algorithm for unconstrained LC1 optimization problems is given. Compare with those existing trust regiion methods, this algorithm has a different feature: it obtains a stepsize at each iteration not by soloving a quadratic subproblem with a trust region bound, but by solving a system of linear equations. Thus it reduces computational complexity and improves computation efficiency. It is proven that this algorithm is globally convergent and locally superlinear under some conditions.
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| 关 键 词： | LC^1规划问题 超线性收敛 ODE信赖域算法 IMPBOT 迭代 黑塞矩阵 |
A Superlinerly Convergent ODE-type Trust Region Algorithm for LC1 Optimization Problems |
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| OUYi-gui HOUDing-pi. A Superlinerly Convergent ODE-type Trust Region Algorithm for LC1 Optimization Problems[J]. Chinese Quarterly Journal of Mathematics, 2003, 18(2): 140-145 |
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| Authors: | OUYi-gui HOUDing-pi |
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| Affiliation: | [1]DepartmentofMathematicsandPhysics,HainamUniversity,Haikou570228,China [2]DepartmentofMathematics,UniversityofScienceandTechnologyofChina,Hefei230026,China |
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| Abstract: | In this paper,a new trust region algorithm for unconstrained LC^1 optimization problems is given.Compare with those existing trust regiion methods,this algorithm has a different feature:it obtains a stepsize at each iteration not by soloving a quadratic subproblem with a trust region bound,but by solving a system of linear equations.Thus it reduces computational complexity and improves computation efficlency,It is proven that this algorithm is globally convergent and locally superlinear under some conditions. |
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| Keywords: | LC1 optimization ODE methods trust region algorithm superlinear convergence |
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