一类新的锥模型信赖域自适应算法  

A new self-adaptive algorithm for trust region of conic model

作　　者：赵绚 朱帅 ZHAO Xuan;ZHU Shuai(Department of Mathematics and Computer Science,Yuncheng Advanced Normal College,Yuncheng Shanxi 044000;School of Mathematics and Statistics,Shanxi Datong University,Datong Shanxi 037009)

机构地区：[1]运城师范高等专科学校数学与计算机系,山西运城044000 [2]山西大同大学数学与统计学院,山西大同037009

出　　处：《宁夏师范学院学报》2021年第7期19-25,共7页Journal of Ningxia Normal University

基　　金：山西省应用基础研究计划项目(201901D111305).

摘　　要：对于无约束优化问题提出了一类新的结合自适应调节技术和非单调Armijo线搜索技术的锥模型信赖域算法,利用R-函数以变化的速率调节信赖域半径,使信赖域半径调节取决于问题本身,进而减少计算量.在适当的条件下,证明了此算法的全局收敛性.A new self-adaptive trust algorithm with nonmonotone Armijo line search for unconstrained optimization problems is presented.The trust region radius is updated at a variable rate according to the R-function.This may reduce the number of resolving subproblem as far as possible.Global convergence is proved under certain conditions.

关 键 词：信赖域 非单调 自适应 锥模型 ARMIJO线搜索 

分 类 号：O221.2[理学—运筹学与控制论]