基于简单二次函数模型的非单调自适应信赖域算法
A Nonmontone Self-adaptive Trust Region Algorithm Based on a Simple Quadratic Model
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摘要: 基于简单二次函数模型,结合非单调技术和自适应技术,建立了一个求解无约束最优化问题的非单调自适应信赖域算法,并在适当的条件下,证明了算法的全局收敛性和超线性收敛性.理论分析算法是有效的,适合求解大规模问题Abstract: Based on the simple quadratic model,nonmonotone technique and adaptive technique are combined to propose a nonmonotone self-adaptive trust region algorithm for unconstrained optimization problems.The global and superlinear convergence results of the nonmonotone self-adaptive trust region method are proved under mild conditions.Theoretical analysis shows that the algorithm is efficient and attractive for large-scaled optimization problems