摘要
自适应信赖域方法是求解无约束非线性优化问题的一种有效方法.将非单调线搜索技术与自适应信赖域方法相结合,提出了求解无约束优化问题的一个新的非单调自适应信赖域方法.在适当条件下,证明了该算法的全局收敛性和局部超线性收敛结果.并对其进行了数值实验,结果表明该算法是可行的.
The self-adaptive trust region method is an efficient tool to solve unconstrained optimal problems. In this paper, a self-adaptive trust region method with nonmonotone technique for un- constrained optimization problems was presented and analyzed. Under proper conditions, the global and local superlinear convergence rates were proved. Numerical results show that the new method is efficient.
出处
《淮海工学院学报（自然科学版）》
CAS
2009年第2期5-8,共4页
Journal of Huaihai Institute of Technology:Natural Sciences Edition
基金
大庆油田协作科研项目(5100244)
关键词
无约束最优化
信赖域方法
非单调技术
自适应
全局收敛性
局部超线性
unconstrained optimization
trust region method
nonmonotone technique~ self-adap-tive trust region
global convergence
superlinear convergence
