摘要
针对无约束优化问题,提出一种新的锥模型信赖域算法。该方法组合了线搜索技术、截断拟牛顿法和锥信赖域法。当试探步不被接受时,采用非单调线搜索原则产生下一次迭代点,无需重解锥信赖域子问题。在适当的条件下,证明算法的全局收敛性和超线性收敛性,数值结果表明算法是可行的和有效的。
A conic trust region algorithm is proposed for unconstrained optimization problems. The method can be regard as a combination of nonmonotone line search technique, truncated Quasi-Newton method and conic trust re- gion method. When trail step is not accepted, a nonmonotone line search rule is used to obtain a suitable step length and generate next iterative point. It need not resolve the conic trust region subproblem. The theoretical anal- ysis shows that the algorithm is not only global convergence but also super linearly convergence under some suitable conditions. Numerical results show that this algorithm is effective and applicable.
出处
《黑龙江大学自然科学学报》
CAS
北大核心
2013年第2期144-150,共7页
Journal of Natural Science of Heilongjiang University
基金
国家自然科学基金资助项目(11061011)
广西自然科学基金资助项目(2011GXNSFA018138)
吉林省教育厅"十二五"科学技术项目(2013577
2013267
2013287)
关键词
锥信赖域法
截断拟牛顿法
超线性收敛
非单调线搜索
conic trust region method
truncated Quasi-Newton method
super linearly convergence
nonmonotone line search
