摘要
基于文献[1]给出的自适应信赖域算法,结合非单调技术提出一个新的求解无约束优化问题的非单调自确定信赖域算法。该算法具有全局收敛性,并在适合的条件下也得到该算法的局部超线性和二次收敛性。
Based on Shi Zheng-jun＇s self-adaptive trust region method and combined to the nonmonotone technique,we presente a new trust region method with nonmonotone automatic determination for unconstrained optimization problems.This algorithm has global convergence properties.The local superlinear convergence and quadratic convergence are also obtained under suitable conditions.
出处
《桂林电子科技大学学报》
2010年第2期175-178,共4页
Journal of Guilin University of Electronic Technology
基金
国家自然科学基金(10661005)
关键词
非单调自确定信赖域法
无约束最优化
全局收敛性
局部超线性
nonmonotone automatic determination trust region method
unconstrained optimization
global convergence
local superlinear convergence
