一类新的带线搜索的自适应非单调信赖域算法A Nonmonotone Self-adaptive Trust Region Algorithm with Line Search Based on the New Conic Model
赵绚,王希云
摘要(Abstract):
对于无约束优化问题提出了一类基于新锥模型的带线搜索的信赖域算法。利用自适应技术,当试探步不成功时,不需重新求解子问题,而采用Armijo线搜索,以减少计算量。在适当的条件下,证明了算法的全局收敛性。
关键词(KeyWords): 信赖域;非单调;自适应;锥模型;Armijo线搜索
基金项目(Foundation): 山西省自然科学基金(2008011013)
作者(Author): 赵绚,王希云
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