摘要
文章利用R-函数,就无约束优化问题提出一类带有线搜索的自适应信赖域算法.算法中信赖域半径更新依赖于R-函数.在一定条件下,证明算法的全局收敛性,并给出相应的实验结果.
This paper uses R-function to propose a class of adaptive trust region algorithm with line search for unconstrained optimization problems.The update of trust region radius in the algorithm depends on the R-function.Under certain conditions,the global convergence of the algorithm is proved,and the corresponding experimental results are given.
作者
李德华
芮绍平
LI Dehua;RUI Shaoping(School of Mathematical Sciences,Huaibei Normal University,235000,Huaibei,Anhui,China)
出处
《淮北师范大学学报(自然科学版)》
CAS
2021年第3期18-22,共5页
Journal of Huaibei Normal University:Natural Sciences
关键词
无约束问题
R-函数
自适应信赖域算法
全局收敛性
unconstrained optimization
R-function
adaptive trust region algorithm
global convergence