期刊文献+

新的自适应非单调信赖域算法 被引量:1

A new self-adaptive nonmonotone trust-region algorithm
下载PDF
导出
摘要 将前人文献提出的信赖域子问题与非单调技术相结合,得到一种新的非单调的自适应的信赖域算法,并证明了算法全局收敛性. This paper present a new self-adaptive nonmonotone trust region algorithm which merge the trust region subproblem presented in current literature and the nonmonotone technique,and prove the global convergence of the algorithm.
出处 《河南理工大学学报(自然科学版)》 CAS 2009年第5期685-688,共4页 Journal of Henan Polytechnic University(Natural Science)
基金 国家自然科学基金重点资助项目(10671126) 河南理工大学青年基金资助项目(Q2009-3)
关键词 信赖域法 无约束最优化 全局收敛 trust region algorithm unconstrained optimization global convergence
  • 相关文献

参考文献4

二级参考文献23

  • 1Li Z,计算数学,1999年,22卷,457页
  • 2Yuan Y,计算数学,1996年,16卷,333页
  • 3Powell M J D,Math Programming,1991年,49卷,189页
  • 4Zhang X S,Global Optimization
  • 5Powell M J D. A new algorithm for unconstrained optimization, In: J B Rosen, O L Mangassarian and K Ritter, eds., Nonlinear Programming[C]// New York: Academic press, 1970:31-66
  • 6Sartenaer A. Automatic determination of an initial trust region in nonlinear programming[J]. SIAM J Sci Comput, 1997,18:1788-1803
  • 7Fan Jinyan, Yuan Y. A new trust region algorithm with trust region radius converging to zero, Proceedings of the 5th International Conference on Optimization: Techniques and Applications[C]// Dec.2001, Hong Kong
  • 8Zhang X S, Zhang J L, Liao L.-Z. An adaptive trust region method and its convergence[J], Science in China(Series A), 2002,45:620-631
  • 9More J J. Recent developments in algorithms and software for trust region methods, In: A Bachem, M Grotschel and B Korte, eds, Mathematical Programming: The State of Art[C]//Berlin: Springer, 1983:258-287
  • 10Powell M J D. Convergence properties of a class of minimization algorithms, in O L Mangasarian, R R Meyer and S M Robinson eds., Nonlinear Programming[M]. New York: Academic Press, 1975:1-27

共引文献43

同被引文献9

引证文献1

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