| 一种基于锥模型的非单调拟牛顿信赖域方法 |
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| 引用本文： | 王玉琳,王希云. 一种基于锥模型的非单调拟牛顿信赖域方法[J]. 太原重型机械学院学报, 2011, 0(2): 142-147 |
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| 作者姓名： | 王玉琳 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： | 将非单调技术与锥模型拟牛顿信赖域方法相结合，提出了一种基于锥模型的非单调拟牛顿信赖域方法。讨论了锥模型信赖域子问题中参数γk在不同情况下的选取，证明了利用所构造的参数γk，在一定条件下，尤其是当目标函数值非单调时，校正公式中Bk＋1，仍保持正定性。数值实验表明算法是有效的。
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| 关 键 词： | 信赖域 锥模型 拟牛顿 非单调技术 |
A Non-monotonic Quasi-Newton Trust Region Method Based on Conic Model |
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| WANG Yu-lin,WANG Xi-yun. A Non-monotonic Quasi-Newton Trust Region Method Based on Conic Model[J]. Journal of Taiyuan Heavy Machinery Institute, 2011, 0(2): 142-147 |
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| Authors: | WANG Yu-lin WANG Xi-yun |
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| Affiliation: | (School of Applied Science, Taiyuan University of Science and Technology ,Taiyuan 030024, China) |
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| Abstract: | In this paper, mon-monotonic technique and quasi-Newton trust region method based on the conic model are combined to propose a non-monotonic quasi-Newton trust region method, the selection of γk in different cases was discussed and the constructed parameter γk was proved. When certain conditions are met, especially the objective function value is non-monotonic, the Bk ＋ 1 obtained from quasi-Newton equation remains positive characteristic. The numerical experiment shows that the algorithm is efficient. |
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| Keywords: | trust region conic model quasi-Newton non-monotone technique |
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