摘要
将非单调线搜索技术与自适应信赖域算法相结合,提出了求解无约束优化问题的一个非单调自适应信赖域算法.在适当条件下,证明了本算法的全局收敛性.数值实验说明了本算法的可行性.
In this paper, a self - adaptive trust region method with nonmonotone technique for unconstrained optimi- zation problems was presented and analyzed. Under adequate condition, the global convergence and were proved. Numerical results show that the new method is efficient.
出处
《商丘师范学院学报》
CAS
2010年第3期42-45,共4页
Journal of Shangqiu Normal University
基金
淮海工学院自然科学基金资助项目(KQ07073)
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
unconstrained optimization
trust region method
nonmonotone linesearch technique
self - adaptive
global convergence
