A self-adaptive trust region algorithm

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	A self-adaptive trust region algorithm
	Long, H
	2003-03-01
发表期刊	JOURNAL OF COMPUTATIONAL MATHEMATICS
ISSN	0254-9409
卷号	21 期号:2 页码:229-236
摘要	In this paper we propose a self-adaptive trust region algorithm. The trust region radius is updated at a variable rate according to the ratio between the actual reduction and the predicted reduction of the objective function, rather than by simply enlarging or reducing the original trust region radius at a constant rate. We show that this new algorithm preserves the strong convergence property of traditional trust region methods. Numerical results are also presented.
关键词	trust region unconstrained optimization nonlinear optimization
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000182174300014
出版者	VSP BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/18611
专题	中国科学院数学与系统科学研究院
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, Beijing 100080, Peoples R China 2.Northwestern Univ, Dept Ind Engn & Management Sci, Evanston, IL 60208 USA
推荐引用方式 GB/T 7714	Long, H. A self-adaptive trust region algorithm[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,2003,21(2):229-236.
APA	Long, H.(2003).A self-adaptive trust region algorithm.JOURNAL OF COMPUTATIONAL MATHEMATICS,21(2),229-236.
MLA	Long, H."A self-adaptive trust region algorithm".JOURNAL OF COMPUTATIONAL MATHEMATICS 21.2(2003):229-236.