In this paper, we develop a trust region algorithm for convex constrained optimizationproblems. Different from the traditional trust region algorithms, our trust region model includesmemory of the past iteration, whic...In this paper, we develop a trust region algorithm for convex constrained optimizationproblems. Different from the traditional trust region algorithms, our trust region model includesmemory of the past iteration, which makes the algorithm more farsighted in the sense that its behav-ior is not completely dominated by the local nature of the objective function. We present a nonmono-tone algorithm that has this feature and prove its global convergence under suitable conditions.展开更多
The authors study the convergence properties of the damped Gauss-Newton algorithm which was originally proposed by Subramamian for the complementarity problem. In this paper, a new stepsize is presented and a new glob...The authors study the convergence properties of the damped Gauss-Newton algorithm which was originally proposed by Subramamian for the complementarity problem. In this paper, a new stepsize is presented and a new global convergence result is given. This result here have improved and generalized those in the literature.展开更多
文摘In this paper, we develop a trust region algorithm for convex constrained optimizationproblems. Different from the traditional trust region algorithms, our trust region model includesmemory of the past iteration, which makes the algorithm more farsighted in the sense that its behav-ior is not completely dominated by the local nature of the objective function. We present a nonmono-tone algorithm that has this feature and prove its global convergence under suitable conditions.
基金This project is supported by National Natural Science Foundation of China(No.10 1710 55)
文摘The authors study the convergence properties of the damped Gauss-Newton algorithm which was originally proposed by Subramamian for the complementarity problem. In this paper, a new stepsize is presented and a new global convergence result is given. This result here have improved and generalized those in the literature.
