摘要
本文对于无约束最优化问题提出了一个新的信赖域方法。在该算法中采用的是线性模型,并且当试探步不成功的时候,采用线性搜索,从而减少了计算量。文中证明了在适当的条件下算法的全局收敛性。
In this paper, a novelty trust region algorithm with line search for unconstrained optimization is presented. The algorithm combines the line model with the line search, it would reduce the computation. Global convergence is obtained under some conditions.
出处
《数学理论与应用》
2008年第4期76-79,共4页
Mathematical Theory and Applications
关键词
信赖域
线性模型
线性搜索
Trust region method Linear model Line search
