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带有线搜索的新的非单调自适应信赖域算法
  • ISSN号：1005-3085
  • 期刊名称：《工程数学学报》
  • 时间：0
  • 分类：O221.2[理学—运筹学与控制论;理学—数学]
  • 作者机构：[1]徐州工程学院数学与物理科学学院,徐州221008, [2]南京师范大学数学与计算机科学学院,南京210097
  • 相关基金：The National Natural Science Foundation of China （10231060）, the Special Research Fund of Doctoral Program of Higher Education of China （20040319003） and the Graduates＇ Creative Project of Jiangsu Province, China.
作者： 杨扬[1,2], 孙文瑜[2]
关键词： 无约束优化, 信赖域, 线搜索, 非单调, 全局收敛性, unconstrained optimization, trust region, line search, nonmonotonic： global convergence
中文摘要：

本文给出了一种新的信赖域算法。该算法以变化的速率来调整信赖域半径的大小。在由信赖域子问题产生的试探步不被接受的情况下,新算法采用线搜索的方法得到下一个迭代点。同时算法采用非单调的技术来加速算法的收敛效果。文中给出了新算法的全局收敛性分析和数值试验的结果。

英文摘要：

We propose a new trust region algorithm which the trust region radius is updated at a variable rate. Moreover, the new algorithm performs a backtracking line search from the failed point instead of resolving the trust region subproblem. A nonmonotonic criterion is also used to speed up the convergence. We establish the global convergence of the new algorithm. Numerical results are also presented.

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期刊信息
  • 《工程数学学报》
  • 北大核心期刊（2011版）
  • 主管单位:教育部
  • 主办单位:西安交通大学
  • 主编：李大潜
  • 地址：西宁市咸宁西路28号西安交通大学数学与统计学院
  • 邮编：710049
  • 邮箱：jgsx@mail.xjtu.edu.cn
  • 电话：029-82667877
  • 国际标准刊号：ISSN：1005-3085
  • 国内统一刊号：ISSN：61-1269/O1
  • 邮发代号:
  • 获奖情况:
  • 《中文核心期刊要目总览》核心期刊,《中国科学引文数据库》核心期刊,《中国数学文摘》核心期刊,陕西省优秀科技期刊
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  • 被引量:6741