An adaptive trust region method and its convergence

CSpace > 应用数学研究所

	An adaptive trust region method and its convergence
	Zhang, XS; Zhang, JL ; Liao, LZ
	2002-05-01
发表期刊	SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY
ISSN	1006-9283
卷号	45 期号:5 页码:620-631
摘要	In this paper, a new trust region subproblem is proposed. The trust radius in the new subproblem adjusts itself adaptively. As a result, an adaptive trust region method is constructed based on the new trust region subproblem. The local and global convergence results of the adaptive trust region method are proved. Numerical results indicate that the new method is very efficient.
关键词	trust region method unconstrained optimization global convergence superlinear convergence
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000177809200009
出版者	SCIENCE CHINA PRESS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/17259
专题	应用数学研究所
通讯作者	Zhang, JL
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Hong Kong Baptist Univ, Dept Math, Kowloon, Hong Kong, Peoples R China
推荐引用方式 GB/T 7714	Zhang, XS,Zhang, JL,Liao, LZ. An adaptive trust region method and its convergence[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY,2002,45(5):620-631.
APA	Zhang, XS,Zhang, JL,&Liao, LZ.(2002).An adaptive trust region method and its convergence.SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY,45(5),620-631.
MLA	Zhang, XS,et al."An adaptive trust region method and its convergence".SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY 45.5(2002):620-631.