基于锥模型的自适应信赖域算法

A self-adaptive trust region algorithm with a conic model

基于锥模型,结合提出的新的自适应技术,建立了一个求解无约束最优化问题的自适应信赖域算法,并在适当的条件下,证明了算法的全局收敛性和Q-二阶收敛性.

A self-adaptive trust region algorithm based on a conic model and a new self-adaptive technology are proposed for unconstrained optimization problems. The global convergence and Q-quadratic convergence of this new method is presented under mild conditions.