| 引用本文： |
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朱光军,韦增欣,陆莎.一个新的解无约束优化问题的信赖域算法[J].广西科学,2010,17(1):36-38,42. [点击复制]
- ZHU Guang-jun,WEI Zeng-xin,LU Sha.A New Trust Region Algorithm for Unconstrained Optimization[J].Guangxi Sciences,2010,17(1):36-38,42. [点击复制]
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| 摘要: |
| 为了减少求解信赖域子问题的次数,通过对当前目标函数下降量与成功迭代的目标函数下降量最小值的比较,提出一个新的解无约束优化问题的信赖域算法,证明了该算法的全局收敛性,并用数值实验说明新算法是有效的. |
| 关键词: 无约束优化 信赖域算法 全局收敛性 |
| DOI： |
| 投稿时间：2009-04-30 |
| 基金项目:国家自然基金项目(10761001)资助。 |
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| A New Trust Region Algorithm for Unconstrained Optimization |
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ZHU Guang-jun1, WEI Zeng-xin1, LU Sha1,2
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| (1.College of Mathematics and Information Science, Guangxi University, Nanning, Guangxi, 530004, China;2.Department of Mathematics and Computer Science, Guangxi Teachers Education University, Nanning, Guangxi, 530001, China) |
| Abstract: |
| In order to reduce the number of solving the trust-region subproblem, a new trust region algorithm is proposed by comparing the current reduction of the objective function with the minimum reduction of the objective function for all successful iterations. the proof of the global convergence of the algorithm is given. Numerical tests show the algorithm is effective. |
| Key words: unconstrained optimization trust-region algorithm global convergence |
