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Nonmonotonic Trust Region Algorithm via the Conjugate Gradient Path for Unconstrained Generalized Geometric Programming

Nonmonotonic Trust Region Algorithm via the Conjugate Gradient Path for Unconstrained Generalized Geometric Programming
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摘要 In this paper,on the basis of making full use of the characteristics of unconstrained generalized geometric programming(GGP),we establish a nonmonotonic trust region algorithm via the conjugate path for solving unconstrained GGP problem.A new type of condensation problem is presented,then a particular conjugate path is constructed for the problem,along which we get the approximate solution of the problem by nonmonotonic trust region algorithm,and further prove that the algorithm has global convergence and quadratic convergence properties.
出处 《Chinese Quarterly Journal of Mathematics》 CSCD 2011年第2期285-289,共5页 数学季刊(英文版)
基金 Supported by the National Science Foundation of China(10671126) Supported by the Shanghai Municipal Government Project(S30501) Supported by the Innovation Fund Project for Graduate Student of Shanghai(JWCXSL1001) Supported by the Youth Foundation of Henan Polytechnic University(Q20093) Supported by the Applied Mathematics Provinciallevel Key Discipline of Henan Province Supported by Operational Research and Control Theory Key Discipline of Henan Polytechnic University
关键词 generalized geometric programming condensation conjugate path trust region 概括几何编程;冷凝作用结合路径;信任区域;
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参考文献4

  • 1BULTEAU J P. Curvilinear path and trust region in unconstrained optimization[J]. Mathematical Programming Study, 1987, 30: 82-101.
  • 2WANG Yan-jun, ZHANG Ke-cun, SHEN Pei-ping. A new type of condensation curvilinear path algorithm for unconstrained generalized geometric programming[J]. Mathematical and Computer Modeling, 2002, 35: 1209-1219.
  • 3SHULTZ G A, SCHNABEL R B, BYRD R H. A family of trustregion-based algorithms for unconstrained minimization with strong global convergence properties[J]. SIAM Journal on Numerical Analysis, 1985, 22: 47-67.
  • 4LAI Hai-ying, ZHU De-tong. Nonmonotonic trust region algorithm via conjugate gradient path for unconstrained optimization[J]. Journal of Shanghai Teachers University, 2002, 31(4): 16-20.

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