An adaptive conic trust-region method for unconstrained optimization
文献类型：期刊论文
| 作者 | Han, QM; Sun, WY; Han, JY; Sampaio, RJB |
| 刊名 | OPTIMIZATION METHODS & SOFTWARE
 |
| 出版日期 | 2005-12-01 |
| 卷号 | 20期号:6页码:665-677 |
| 关键词 | trust-region method conic model Quasi-Newton method non-linear programming self-adjust strategy |
| ISSN号 | 1055-6788 |
| DOI | 10.1080/10556780410001697677 |
| 英文摘要 | It is well known that among the current methods for unconstrained optimization problems the quasi-Newton methods with global strategy may be the most efficient methods, which have local superlinear convergence. However, when the iterative point is far away from the solution of the problem, quasi-Newton method may proceed slowly for the general unconstrained optimization problems. In this article an adaptive conic trust-region method for unconstrained optimization is presented. Not only the gradient information but also the values of the objective function are used to construct the local model at the current iterative point. Moreover, we define a concept of super steepest descent direction and embed its information into the local model. The amount of computation in each iteration of this adaptive algorithm is the same as that of the standard quasi-Newton method with trust region. Some numerical results show that the modified method requires fewer iterations than the standard methods to reach the solution of the optimization problem. Global and local convergence of the method is also analyzed. |
| WOS研究方向 | Computer Science ; Operations Research & Management Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000234138300003 |
| 出版者 | TAYLOR & FRANCIS LTD |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/2264]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Sun, WY |
| 作者单位 | 1.Nanjing Normal Univ, Sch Math & Comp Sci, Nanjing 210097, Peoples R China 2.Chinese Acad Sci, Inst Appl Math, Beijing 100080, Peoples R China 3.Pontificia Univ Catolica Parana, Grad Program Prod & Syst Engn, BR-81611970 Curitiba, Parana, Brazil |
| 推荐引用方式 GB/T 7714 | Han, QM,Sun, WY,Han, JY,et al. An adaptive conic trust-region method for unconstrained optimization[J]. OPTIMIZATION METHODS & SOFTWARE,2005,20(6):665-677. |
| APA | Han, QM,Sun, WY,Han, JY,&Sampaio, RJB.(2005).An adaptive conic trust-region method for unconstrained optimization.OPTIMIZATION METHODS & SOFTWARE,20(6),665-677. |
| MLA | Han, QM,et al."An adaptive conic trust-region method for unconstrained optimization".OPTIMIZATION METHODS & SOFTWARE 20.6(2005):665-677. |
入库方式： OAI收割
来源：数学与系统科学研究院
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