KMS Of Academy of mathematics and systems sciences, CAS
A nonmonotone adaptive trust region method and its convergence | |
Zhang, JL; Zhang, XS | |
2003-05-01 | |
发表期刊 | COMPUTERS & MATHEMATICS WITH APPLICATIONS |
ISSN | 0898-1221 |
卷号 | 45期号:10-11页码:1469-1477 |
摘要 | In this paper, we combine the new trust region subproblem proposed in [1] with the nonmonotone technique to propose a new algorithm for unconstrained optimization-the nonmonotone adaptive trust region method. The local and global convergence properties of the nonmonotone adaptive trust region method are proved. Its efficiency is tested by numerical results. (C) 2003 Elsevier Science Ltd. All rights reserved. |
关键词 | trust region method unconstrained optimization global convergence superlinear convergence nonmonotone linesearch technique |
语种 | 英语 |
WOS研究方向 | Mathematics |
WOS类目 | Mathematics, Applied |
WOS记录号 | WOS:000183601900001 |
出版者 | PERGAMON-ELSEVIER SCIENCE LTD |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/18125 |
专题 | 应用数学研究所 |
通讯作者 | Zhang, JL |
作者单位 | 1.Tsing Hua Univ, Sch Econ & Management, Beijing 100084, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China |
推荐引用方式 GB/T 7714 | Zhang, JL,Zhang, XS. A nonmonotone adaptive trust region method and its convergence[J]. COMPUTERS & MATHEMATICS WITH APPLICATIONS,2003,45(10-11):1469-1477. |
APA | Zhang, JL,&Zhang, XS.(2003).A nonmonotone adaptive trust region method and its convergence.COMPUTERS & MATHEMATICS WITH APPLICATIONS,45(10-11),1469-1477. |
MLA | Zhang, JL,et al."A nonmonotone adaptive trust region method and its convergence".COMPUTERS & MATHEMATICS WITH APPLICATIONS 45.10-11(2003):1469-1477. |
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