期刊文献+
共找到1篇文章
< 1 >
每页显示 20 50 100
A Trust Region Affine Scaling Method for Bound Constrained Optimization
1
作者 Xiao WANG 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2013年第1期159-182,共24页
We study a new trust region affine scaling method for general bound constrained optimiza- tion problems. At each iteration, we compute two trial steps. We compute one along some direction obtained by solving an approp... We study a new trust region affine scaling method for general bound constrained optimiza- tion problems. At each iteration, we compute two trial steps. We compute one along some direction obtained by solving an appropriate quadratic model in an ellipsoidal region. This region is defined by an affine scaling technique. It depends on both the distances of current iterate to boundaries and the trust region radius. For convergence and avoiding iterations trapped around nonstationary points, an auxiliary step is defined along some newly defined approximate projected gradient. By choosing the one which achieves more reduction of the quadratic model from the two above steps as the trial step to generate next iterate, we prove that the iterates generated by the new algorithm are not bounded away from stationary points. And also assuming that the second-order sufficient condition holds at some nondegenerate stationary point, we prove the Q-linear convergence of the objective function values. Preliminary numerical experience for problems with bound constraints from the CUTEr collection is also reported. 展开更多
关键词 bound constrained optimization affine scaling trust region approximate projected gradient
原文传递
上一页 1 下一页 到第
使用帮助 返回顶部