期刊文献+

一种基于R-函数的自适应线搜索信赖域算法

An Adaptive Line Search Trust Region Algorithm Based on R-function
在线阅读 下载PDF
导出
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
  • 相关文献

参考文献4

二级参考文献25

  • 1袁亚湘.信赖域方法的收敛性[J].计算数学,1994,16(3):333-346. 被引量:61
  • 2Jorge J, More, Burton S, Garbow and Kenneth E. Hillstrom, testing unconstrained optimization software[J]. ACM Transactions on Mathematical Software, 1981, 7(1): 17-41.
  • 3Zhang H C, Hager W W. A nonmonotone line search technique and its application to unconstrained optimization[J]. SIAM J Optim, 2004, 14(4): 1043-1056.
  • 4Dong-Hui Li, Masao Fukushima. A modified BFGS method and its global convergence in nonconvex minimization[J]. Journal of Computational and Applied Mathematics, 2001, 129: 15-35.
  • 5Powell M J D. Convergence properties of a class of minimization algorithms[J]. Nonlinear Programming, New York:Academic Press, 1974, 1-27.
  • 6Powell M J D. On the global convergence of trust region algorithms for unconstrained optimization[J]. Math Prog, 1984, 29: 297-303.
  • 7Shultz G A, Schnabel R B, Byrd R H. A family of trust-region-based algorithms for unconstrained minimization with strong global convergence[J]. SIAM J Numer Anal, 1985, 22: 47-67.
  • 8Jorge Nocedal, Ya-xiang Yuan. Combining trust region and line search techniques[J]. In ruan r.ed., Advances in Nonlinear Prograrnmingl 1998: 153-175.
  • 9E.Michael Gertz. A quasi-Newton trust-region method[J]. Math.Program, 2004, 100(3): 447-470.
  • 10Grippo L, Lampariello F, Lucidi S. A nonmonotone line search technique for Newton's method[J]. SIAM J Numer Anal, 1986, 23(4): 707-716.

共引文献60

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部