摘要
对无约束优化问题提出了一类基于新锥模型的多重过滤线搜索信赖域算法.利用多重滤子线搜索技术,尽量减少重新求解信赖域子问题的次数,从而降低了计算量.在适当的条件下,证明了此算法的全局收敛性.
A new trust region search algorithm based on new cone model is proposed for unconstrained optimization problems.By using multiple filter line search technology,the number of resolving trust region subproblems is minimized,thus reducing the computational complexity.The global convergence of the algorithm is proved under appropriate conditions.
作者
赵绚
王希云
ZHAO Xuan;WANG Xiyun(Department of Mathematics and Computer Science,Yuncheng Advanced Normal College,Yuncheng Shanxi 044000;School of Applied Sciences,Taiyuan University of Science and Technology,Taiyuan Shanxi 030024)
出处
《宁夏师范学院学报》
2019年第1期32-37,共6页
Journal of Ningxia Normal University
基金
山西省自然科学基金(2008011013)
关键词
信赖域
多重过滤线搜索
自适应
锥模型
Trust-region
Multidimensional filte r
Self-adaptive
The new conic model
