Convergence analysis of adaptive trust region methods

doi:10.1051/ro:2007007

CSpace > 应用数学研究所

	Convergence analysis of adaptive trust region methods
	Shi, Zhen-Jun ; Zhang, Xiang-Sun; Shen, Jie
	2007
发表期刊	RAIRO-OPERATIONS RESEARCH
ISSN	0399-0559
卷号	41 期号:1 页码:105-121
摘要	In this paper, we propose a new class of adaptive trust region methods for unconstrained optimization problems and develop some convergence properties. In the new algorithms, we use the current iterative information to de. ne a suitable initial trust region radius at each iteration. The initial trust region radius is more reasonable in the sense that the trust region model and the objective function are more consistent at the current iterate. The global convergence, super-linear and quadratic convergence rate are analyzed under some mild conditions. Numerical results show that some special adaptive trust region methods are available and efficient in practical computation.
关键词	adaptive trust region method unconstrained optimization global convergence super-linear convergence
DOI	10.1051/ro:2007007
语种	英语
WOS研究方向	Operations Research & Management Science
WOS类目	Operations Research & Management Science
WOS记录号	WOS:000245504500008
出版者	EDP SCIENCES S A
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/5075
专题	应用数学研究所
通讯作者	Shi, Zhen-Jun
作者单位	1.Qufu Normal Univ, Coll Operat Res & Management, Rizhao 276826, Shandong, Peoples R China 2.Univ Michigan, Dept Comp & Informat Sci, Dearborn, MI 48128 USA 3.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China 4.Univ Michigan, Dept Comp & Informat Sci, Dearborn, MI 48128 USA
推荐引用方式 GB/T 7714	Shi, Zhen-Jun,Zhang, Xiang-Sun,Shen, Jie. Convergence analysis of adaptive trust region methods[J]. RAIRO-OPERATIONS RESEARCH,2007,41(1):105-121.
APA	Shi, Zhen-Jun,Zhang, Xiang-Sun,&Shen, Jie.(2007).Convergence analysis of adaptive trust region methods.RAIRO-OPERATIONS RESEARCH,41(1),105-121.
MLA	Shi, Zhen-Jun,et al."Convergence analysis of adaptive trust region methods".RAIRO-OPERATIONS RESEARCH 41.1(2007):105-121.