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A NEW NONMONOTONE TRUST REGION ALGORITHM FOR SOLVING UNCONSTRAINED OPTIMIZATION PROBLEMS
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作者 Jinghui Liu Changfeng Ma 《Journal of Computational Mathematics》 SCIE CSCD 2014年第4期476-490,共15页
Based on the nonmonotone line search technique proposed by Gu and Mo (Appl. Math. Comput. 55, (2008) pp. 2158-2172), a new nonmonotone trust region algorithm is proposed for solving unconstrained optimization prob... Based on the nonmonotone line search technique proposed by Gu and Mo (Appl. Math. Comput. 55, (2008) pp. 2158-2172), a new nonmonotone trust region algorithm is proposed for solving unconstrained optimization problems in this paper. The new algorithm is developed by resetting the ratio ρk for evaluating the trial step dk whenever acceptable. The global and superlinear convergence of the algorithm are proved under suitable conditions. Numerical results show that the new algorithm is effective for solving unconstrained optimization problems. 展开更多
关键词 unconstrained optimization problems Nonmonotone trust region method Global convergence Superlinear convergence.
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An Inexact Halley's Method
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作者 闫桂峰 田祥 《Journal of Beijing Institute of Technology》 EI CAS 2005年第3期340-343,共4页
An inexact Halley's method-Halley-PCG(preconditioned conjugate gradient) method is proposed for solving the systems of linear equations for improved Halley method either by Cholesky factorization exactly or by prec... An inexact Halley's method-Halley-PCG(preconditioned conjugate gradient) method is proposed for solving the systems of linear equations for improved Halley method either by Cholesky factorization exactly or by preconditioned conjugate gradient method approximately. The convergence result is given and the efficiency of the method compared to the improved Halley's method is shown. 展开更多
关键词 unconstrained optimization problems improved Halley's method preconditioned conjugate gradient method
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