Convergence analysis of adaptive trust region methods
文献类型：期刊论文
| 作者 | Shi, Zhen-Jun; Zhang, Xiang-Sun ; Shen, Jie
|
| 刊名 | RAIRO-OPERATIONS RESEARCH
 |
| 出版日期 | 2007 |
| 卷号 | 41期号:1页码:105-121 |
| 关键词 | adaptive trust region method unconstrained optimization global convergence super-linear convergence |
| ISSN号 | 0399-0559 |
| DOI | 10.1051/ro:2007007 |
| 英文摘要 | 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. |
| WOS研究方向 | Operations Research & Management Science |
| 语种 | 英语 |
| WOS记录号 | WOS:000245504500008 |
| 出版者 | EDP SCIENCES S A |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/5074]  |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
浏览0
下载0
收藏0
其他版本
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。