| 一类新拟牛顿方程的非单调信赖域算法 |
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| 引用本文： | 王晓明,王希云.一类新拟牛顿方程的非单调信赖域算法[J].太原重型机械学院学报,2012(3):241-244. |
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| 作者姓名： | 王晓明 王希云 |
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| 作者单位： | 太原科技大学应用科学学院,太原030024 |
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| 基金项目： | 山西省自然科学基金（2008011013） |
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| 摘 要： | 利用新拟牛顿方程及其修改BFGS校正公式,将非单调Wolfe线搜索技术与信赖域相结合,提出了一类拟牛顿非单调信赖域算法。在较弱的条件下,证明了此算法的全局收敛性。数值结果表明该算法是有效的。
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| 关 键 词： | 无约束最优化 非单调信赖域算法 非单调线搜索 拟牛顿方程 全局收敛性 |
A Quasi-Newton Nonmonotonic Trust Region Algorithm and Its Convergence |
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| WANG Xiao-ming,WANG Xi-yun.A Quasi-Newton Nonmonotonic Trust Region Algorithm and Its Convergence[J].Journal of Taiyuan Heavy Machinery Institute,2012(3):241-244. |
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| Authors: | WANG Xiao-ming WANG Xi-yun |
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| Affiliation: | (School of Applied Sciences Taiyuan University of Science and Technology,Taiyuan 030024,China) |
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| Abstract: | On the basis of a new quasi-Newton equation and a updated BFGS equation with combination of the nonmonotonic Wolfe line search technique and trust region method a quasi-Newton nonmonotonic trust region algorithm was proposed which was proved to be globally converged under lower conditions.Numerical experiment shows the efficiency of the new quasi-Newton method. |
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| Keywords: | unconstrained optimization trust-region method nonmonotonic line search modified quasi-Newton equation global convergence |
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