| 求解LC１优化问题的全局超线性收敛的信赖方法 |
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| 引用本文： | 张立平,赖炎连.求解LC１优化问题的全局超线性收敛的信赖方法[J].高校应用数学学报(英文版),2001,16(1). |
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| 作者姓名： | 张立平 赖炎连 |
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| 作者单位： | Zhang Liping Lai Yanlian Institute of Applied Mathematics，Academia Sinica，Beijing 100080. |
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| 基金项目： | Supported by the National Natural Science Foundation of P.R.China(1 9971 0 0 2 ) and the Subject of
Beijing Educational Committ |
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| 摘 要： | § 1 IntroductionIn this paper we consider the following unconstrained optimization problem:minx∈ Rnf( x) , ( 1 )where f:Rn→R is a convex LC1 function,i.e.,a continuously differentiable convex func-tion whose gradient is Lipschitz continuous.We call the problem( 1 ) a convex LC1 opti-mization problem.This problem is an importantsubjectin nonlinear optimization.Applica-tions of such a minimization problem include stochastic quadratic programs1 ,2 ] and the ex-tended linear-quadratic pro…
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A GLOBALLY AND SUPERLINEARLY CONVERGENT TRUST REGION METHOD FOR LC1 OPTIMIZATION PROBLEMS |
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| Zhang Liping,Lai Yanlian.A GLOBALLY AND SUPERLINEARLY CONVERGENT TRUST REGION METHOD FOR LC1 OPTIMIZATION PROBLEMS[J].Applied Mathematics A Journal of Chinese Universities,2001,16(1). |
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| Authors: | Zhang Liping Lai Yanlian |
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| Abstract: | A new trust region algorithm for solving convex LC 1 optimization problem is presented.It is proved that the algorithm is globally convergent and the rate of convergence is superlinear under some reasonable assumptions. |
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| Keywords: | LC 1 optimization problem global and superlinear convergence trust region method |
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