本文研究了无约束最优化问题的基于锥模型的自适应信赖域算法.利用理论分析得到一个新的自适应信赖域半径.算法在每步迭代中以变化的速率、当前迭代点的信息以及水平向量信息调节信赖域半径的大小.从理论上证明了新算法的全局收敛性和Q-二阶收敛性.用数值试验验证了新算法的有效性.推广了已有的自适应信赖域算法的可行性和有效性.
In this paper,we study a self-adaptive trust region algorithm based on the conic model for unconstrained optimization problems.A new self-adaptive trust region radius is produced under theoretical analysis.At each iterative,the trust region radius is updated at a variable rate,the information at the current point and the level vector information.We analyze the global convergence and Q-quadratic convergence of the new method.Numerical results are also presented to test the efficiency of the new method which extend the application and efficiency of self-adaptive trust region algorithms.