A modified trust region algorithm
文献类型：期刊论文
| 作者 | Zhu, ZW |
| 刊名 | OPTIMIZATION METHODS & SOFTWARE
 |
| 出版日期 | 2002 |
| 卷号 | 17期号:4页码:587-604 |
| 关键词 | trust region method quasi-Newton method unconstrained optimization nonlinear optimization |
| ISSN号 | 1055-6788 |
| DOI | 10.1080/1055678021000049336 |
| 英文摘要 | In this article, we propose an algorithm which solves unconstrained optimization problems by combining the trust region method with the quasi-Newton line search method. During consecutive trust region steps, when the quasi-Newton matrix B-k approximates the Hessian matrix of the objective function at x(k) well, the algorithm tries a full quasi-Newton step and, if this step is successful, continues trying quasi-Newton steps. On the other hand, when employing the line search method, if the quasi-Newton direction is nearly orthogonal to the gradient of the objective function or the step size becomes too small, the algorithm switches back to trust region steps. Convergence properties of the algorithm are proved, and numerical results are presented. |
| 语种 | 英语 |
| WOS记录号 | WOS:000178789300002 |
| 出版者 | TAYLOR & FRANCIS LTD |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/17899]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Zhu, ZW |
| 作者单位 | Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Zhu, ZW. A modified trust region algorithm[J]. OPTIMIZATION METHODS & SOFTWARE,2002,17(4):587-604. |
| APA | Zhu, ZW.(2002).A modified trust region algorithm.OPTIMIZATION METHODS & SOFTWARE,17(4),587-604. |
| MLA | Zhu, ZW."A modified trust region algorithm".OPTIMIZATION METHODS & SOFTWARE 17.4(2002):587-604. |
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。