| 一种非单调自适应新锥模型信赖域算法 |
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| 引用本文： | 王庆,黄志权.一种非单调自适应新锥模型信赖域算法[J].太原重型机械学院学报,2010(3):235-238. |
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| 作者姓名： | 王庆 黄志权 |
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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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| 摘 要： | 对无约束优化问题提出一种非单调自适应新锥模型信赖域算法。该算法在每次迭代过程中都能充分利用以前迭代点的二次信息和水平向量信息自动产生一个信赖域半径。证明了新算法的收敛性,并用数值实验证明新算法有望解决大规模优化问题。
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| 关 键 词： | 新锥模型 非单调 自适应 水平向量 全局收敛性 |
A Nonmonotone Adaptive Trust-region Method Based on New Conic Model |
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| WANG Qing,HUANG Zhi-Quan.A Nonmonotone Adaptive Trust-region Method Based on New Conic Model[J].Journal of Taiyuan Heavy Machinery Institute,2010(3):235-238. |
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| Authors: | WANG Qing HUANG Zhi-Quan |
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| Affiliation: | (School of Applied Sciences,Taiyuan University of Science and Technology,Taiyuan 030024,China) |
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| Abstract: | In this paper,an adaptive trust-region algorithm based on the new conic model for unconstrained optimization is proposed.The trust radius in this method is automatically determined with first order information on the level vector and iteration.Under certain conditions,the global convergence of the algorithm is proved and the numerical experiments show that the new algorithm is expected to solve large scale optimization problems. |
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| Keywords: | new conic model nonmonotone adaptive the level vector global convergence |
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