一个新的非单调自适应信赖域方法  

Nonmonotone Self-adaptive Trust Region Method and Its Convergence

作　　者：赵丹[1] 

机构地区：[1]连云港师范高等专科学校数学系,江苏连云港222006

出　　处：《淮海工学院学报（自然科学版）》2009年第2期5-8,共4页Journal of Huaihai Institute of Technology:Natural Sciences Edition

基　　金：大庆油田协作科研项目(5100244)

摘　　要：自适应信赖域方法是求解无约束非线性优化问题的一种有效方法.将非单调线搜索技术与自适应信赖域方法相结合,提出了求解无约束优化问题的一个新的非单调自适应信赖域方法.在适当条件下,证明了该算法的全局收敛性和局部超线性收敛结果.并对其进行了数值实验,结果表明该算法是可行的.The self-adaptive trust region method is an efficient tool to solve unconstrained optimal problems. In this paper, a self-adaptive trust region method with nonmonotone technique for un- constrained optimization problems was presented and analyzed. Under proper conditions, the global and local superlinear convergence rates were proved. Numerical results show that the new method is efficient.

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 局部超线性 

分 类 号：O221.2[理学—运筹学与控制论]