摘要
In this paper, an algorithm for unconstrained optimization that employs both trust region techniques and curvilinear searches is proposed. At every iteration, we solve the trust region subproblem whose radius is generated adaptively only once. Nonmonotonic backtracking curvilinear searches are performed when the solution of the subproblem is unacceptable. The global convergence and fast local convergence rate of the proposed algorithms are established under some reasonable conditions. The results of numerical ＇experiments are reported to show the effectiveness of the proposed algorithms.
In this paper, an algorithm for unconstrained optimization that employs both trust region techniques and curvilinear searches is proposed. At every iteration, we solve the trust region subproblem whose radius is generated adaptively only once. Nonmonotonic backtracking curvilinear searches are performed when the solution of the subproblem is unacceptable. The global convergence and fast local convergence rate of the proposed algorithms are established under some reasonable conditions. The results of numerical ＇experiments are reported to show the effectiveness of the proposed algorithms.
基金
This work was supported by the National Natural Science Foundation of China （grant No. 10231060）, the Specialized Research Fund of Doctoral Program of Higher Education of China at No,20040319003 and the Graduates＇ Creative Project of Jiangsu Province, China,
