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一类新的带非单调线搜索的信赖域算法

A New Family of Trust Region Algorithms with a Non-monotone Line Search Technique
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摘要 通过将传统的信赖域算法和非单调Wolfe线搜索结合,提出了一类新的求解无约束优化问题的信赖域算法.新算法给出了新的Wolfe步长准则,通过新的Wolfe步长准则可选择一个较大的步长,这样就减少了算法迭代的次数,提高了算法的有效性;并在一定的条件下,证明了算法的全局收敛性. We propose a new family of region algorithms for unconstrained optimization problems which is combining traditional trust region method with a non-monotone Wolfe line search technique. A new algorithm that possibly chooses a larger step-length. This can decrease the number of iterations and can improve the efficiency of the algorithms. The global convergence of the algorithms is proved under certain conditions.
作者 曾宪廷
机构地区 曲阜师范大学管理学院
出处 《滨州学院学报》 2012年第6期77-83,共7页 Journal of Binzhou University
基金 国家自然科学基金资助项目(11171180)
关键词 信赖域算法 非单调线搜索 全局收敛 trust-region method ~ non-monotone line search global convergence
分类号 O224 [理学—运筹学与控制论]
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参考文献18

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二级参考文献22

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共引文献49

滨州学院学报
2012年 第6期

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