| 引用本文： |
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莫降涛,颜世翠,刘春燕.无约束优化中带线搜索的非单调信赖域算法[J].广西科学,2006,13(2):96-101,108. [点击复制]
- MO Jiang-tao,YAN Shi-cui,LIU Chun-yan.A Nonmonotonic Trust Region Algorithm with Line Search for Unconstrained Optimization[J].Guangxi Sciences,2006,13(2):96-101,108. [点击复制]
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| 摘要: |
| 将信赖域与线搜索方法相结合,采用非单调技术,提出一种求解无约束优问题的非单调信赖域算法,并在适当的条件下,证明算法有全局收敛性和Q-二次收敛性.算法在试探步不被接受时,采用非单调线搜索寻找下一迭代点.算法克服了传统非单调算法中用于产生非单调性的参考函数值远大于实际函数值的问题.初步的数值试验证实算法是有效的. |
| 关键词: 无约束优化 非单调信赖域 线搜索 全局收敛 Q-二次收敛 |
| DOI： |
| 投稿时间：2005-09-23修订日期：2005-12-06 |
| 基金项目:Supported by Science Foundation of Guangxi(No.0542043) |
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| A Nonmonotonic Trust Region Algorithm with Line Search for Unconstrained Optimization |
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MO Jiang-tao, YAN Shi-cui, LIU Chun-yan
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| (College of Mathematics and Information Science, Guangxi University, Nanning, Guangxi, 530004, China) |
| Abstract: |
| Combining trust region and line search with nonmonotone technique, we give a nonmonotone trust region method for unconstrained optimization.Under suitable conditions, the global convergence and Q-quadratic convergence of our algorithm are well proved.When the trial step is not accepted, we get the next iterative point by nonmonotone line search technique.Unlike traditional nonmonotone algorithms, our method can avoid the possibility that the reference function value used to generate non-monotonicity may be much larger than the real function value.Primary numerical results show that this algorithm is efficient. |
| Key words: unconstrained optimization nonmonotonic trust region line search global convergence Q-quadratic convergence |
