摘要
结合线搜索方法计算量小的优点和信赖域算法很好的收敛性,将回溯线搜索应用到新锥模型自适应信赖域方法上构造了一类新的算法,并证明了该算法具有全局收敛性。初步的数值实验表明该算法是可行的。
Combining the better convergence of trust region algorithm and the less computation of line search method,the backtracking line search was applied to the new conic model adaptive trust region method for constructing a new class of algorithm.The global convergence of this algorithm is proved,and the intial numerical results shows that the algorithm is feasible.
出处
《太原科技大学学报》
2012年第1期71-74,共4页
Journal of Taiyuan University of Science and Technology
基金
山西省自然科学基金(2008011013)
关键词
无约束优化
信赖域算法
回溯线搜索
unconstrained optimization
trust-region
backtracking line search
