Using truncated conjugate gradient method in trust-region method with two subproblems and backtracking line search
文献类型：期刊论文
| 作者 | Tang, Mingyun1; Yuan, Ya-Xiang2
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| 刊名 | COMPUTATIONAL & APPLIED MATHEMATICS
 |
| 出版日期 | 2010 |
| 卷号 | 29期号:2页码:89-106 |
| 关键词 | truncated conjugate gradient trust-region two subproblems backtracking convergence |
| ISSN号 | 0101-8205 |
| 英文摘要 | A trust-region method with two subproblems and backtracking line search for solving unconstrained optimization is proposed. At every iteration, we use the truncated conjugate gradient method or its variation to solve one of the two subproblems approximately. Backtracking line search is carried out when the trust-region trail step fails. We show that this method have the same convergence properties as the traditional trust-region method based on the truncated conjugate gradient method. Numerical results show that this method is as reliable as the traditional one and more efficient in respect of iterations, CPU time and evaluations. |
| 资助项目 | Chinese NSF[10831006] ; CAS[kjcx-yw-s7] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000280606800001 |
| 出版者 | SOC BRASILEIRA MATEMATICA APLICADA & COMPUTACIONAL |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/11051]  |
| 专题 | 计算数学与科学工程计算研究所 |
| 通讯作者 | Tang, Mingyun |
| 作者单位 | 1.China Agr Univ, Coll Sci, Beijing 100083, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci Engn Comp, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Tang, Mingyun,Yuan, Ya-Xiang. Using truncated conjugate gradient method in trust-region method with two subproblems and backtracking line search[J]. COMPUTATIONAL & APPLIED MATHEMATICS,2010,29(2):89-106. |
| APA | Tang, Mingyun,&Yuan, Ya-Xiang.(2010).Using truncated conjugate gradient method in trust-region method with two subproblems and backtracking line search.COMPUTATIONAL & APPLIED MATHEMATICS,29(2),89-106. |
| MLA | Tang, Mingyun,et al."Using truncated conjugate gradient method in trust-region method with two subproblems and backtracking line search".COMPUTATIONAL & APPLIED MATHEMATICS 29.2(2010):89-106. |
入库方式： OAI收割
来源：数学与系统科学研究院
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