| 一类新拟牛顿非单调信赖域算法 |
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| 引用本文： | 杨洁,焦宝聪.一类新拟牛顿非单调信赖域算法[J].数学的实践与认识,2011,41(22). |
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| 作者姓名： | 杨洁 焦宝聪 |
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| 作者单位： | 首都师范大学 数学科学学院,北京,100048 |
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| 摘 要： | 提出了一类新的求解无约束最优化问题的新拟牛顿非单调信赖域算法.采用加权的r_k用以调整信赖域半径,在适当的条件下,证明了算法的全局收敛性.数值结果表明算法的有效性.
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| 关 键 词： | 无约束最优化 新拟牛顿方程 信赖域方法 非单调线搜索 全局收敛性 |
A New Quasi-Newton Nonmonotone Trust Region Algorithm |
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| YANG Jie,JIAO Bao-cong.A New Quasi-Newton Nonmonotone Trust Region Algorithm[J].Mathematics in Practice and Theory,2011,41(22). |
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| Authors: | YANG Jie JIAO Bao-cong |
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| Institution: | YANG Jie,JIAO Bao-cong (School of Mathematical Sciences,Capital Normal University,Beijing 100048,China) |
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| Abstract: | In this paper,we propose a new quasi-Newton nonmonotone trust region algorithm for unconstrained optimization.We adjust the trust radius using not only r_k,but also the previous ratios {r_(k-m),…,r_k},where m is some positive integer.Under proper assumptions,we prove the global convergence of the algorithm and numerical experiments show the algorithm is competitive. |
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| Keywords: | Unconstrained optimization new quasi-Newton equation trust-region method Nonmonotonic line search Global convergence |
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