We propose a retrospective trust region algorithm with the trust region converging to zero for the unconstrained optimization problem. Unlike traditional trust region algo- rithms, the algorithm updates the trust regi...We propose a retrospective trust region algorithm with the trust region converging to zero for the unconstrained optimization problem. Unlike traditional trust region algo- rithms, the algorithm updates the trust region radius according to the retrospective ratio, which uses the most recent model information. We show that the algorithm preserves the global convergence of traditional trust region algorithms. The superlinear convergence is also proved under some suitable conditions.展开更多
Generalized Broyden’s class methods Presented by this paper is a new class Newton-like method. The global and superlinear convergence Of the method with inexact and exact line search are proved, when applied to a uni...Generalized Broyden’s class methods Presented by this paper is a new class Newton-like method. The global and superlinear convergence Of the method with inexact and exact line search are proved, when applied to a uniformly convex objection function.展开更多
文摘We propose a retrospective trust region algorithm with the trust region converging to zero for the unconstrained optimization problem. Unlike traditional trust region algo- rithms, the algorithm updates the trust region radius according to the retrospective ratio, which uses the most recent model information. We show that the algorithm preserves the global convergence of traditional trust region algorithms. The superlinear convergence is also proved under some suitable conditions.
文摘Generalized Broyden’s class methods Presented by this paper is a new class Newton-like method. The global and superlinear convergence Of the method with inexact and exact line search are proved, when applied to a uniformly convex objection function.
