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非单调自适应信赖域算法
引用本文:赵丹,王淑玲.非单调自适应信赖域算法[J].商丘师范学院学报,2010,26(3):42-45.
作者姓名:赵丹  王淑玲
作者单位:1. 连云港师范高等专科学校,数学系,江苏,连云港,222000
2. 徐州空军学院,基础部,江苏,徐州,221000
基金项目:淮海工学院自然科学基金 
摘    要:将非单调线搜索技术与自适应信赖域算法相结合,提出了求解无约束优化问题的一个非单调自适应信赖域算法.在适当条件下,证明了本算法的全局收敛性.数值实验说明了本算法的可行性.

关 键 词:无约束最优化  信赖域方法  非单调技术  自适应  全局收敛性

A nonmonotone self-adaptive trust region method and its convergence
ZHAO Dan,WANG Shuling.A nonmonotone self-adaptive trust region method and its convergence[J].Journal of Shangqiu Teachers College,2010,26(3):42-45.
Authors:ZHAO Dan  WANG Shuling
Institution:ZHAO Dan1,WANG Shuling2(1.Department of Mathematics Lianyungang Teachers College,Lianyungang 222000,China,2.Foundation Department,Xuzhou Air Force Academy,Xuzhou 221000,China)
Abstract:In this paper,a self-adaptive trust region method with nonmonotone technique for unconstrained optimization problems was presented and analyzed.Under adequate condition,the global convergence and were proved.Numerical results show that the new method is efficient.
Keywords:unconstrained optimization  trust region method  nonmonotone linesearch technique  self-adaptive  global convergence  
本文献已被 CNKI 维普 万方数据 等数据库收录!
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