A new family of trust region algorithms for unconstrained optimization
文献类型：期刊论文
| 作者 | Dai, YH ; Xu, DX
|
| 刊名 | JOURNAL OF COMPUTATIONAL MATHEMATICS
 |
| 出版日期 | 2003-03-01 |
| 卷号 | 21期号:2页码:221-228 |
| 关键词 | trust region method global convergence quasi-Newton method unconstrained optimization nonlinear programming |
| ISSN号 | 0254-9409 |
| 英文摘要 | Trust region (TR) algorithms are a class of recently developed algorithms for nonlinear optimization. A new family of TR algorithms for unconstrained optimization, which is the extension of the usual TR method, is presented in this paper. When the objective function is bounded below and continuously, differentiable, and the norm of the Hesse approximations increases at most linearly with the iteration number, we prove the global convergence of the algorithms. Limited numerical results are reported, which indicate that our new TR algorithm is competitive. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000182174300013 |
| 出版者 | VSP BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/18244]  |
| 专题 | 计算数学与科学工程计算研究所 |
| 作者单位 | Chinese Acad Sci, Acad Math & syst Sci, Inst Comp Math & Sci Engn Comp, State Key Lab Sci Engn Comp, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Dai, YH,Xu, DX. A new family of trust region algorithms for unconstrained optimization[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,2003,21(2):221-228. |
| APA | Dai, YH,&Xu, DX.(2003).A new family of trust region algorithms for unconstrained optimization.JOURNAL OF COMPUTATIONAL MATHEMATICS,21(2),221-228. |
| MLA | Dai, YH,et al."A new family of trust region algorithms for unconstrained optimization".JOURNAL OF COMPUTATIONAL MATHEMATICS 21.2(2003):221-228. |
入库方式： OAI收割
来源：数学与系统科学研究院
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