Nonmonotone adaptive trust region method with line search based on new diagonal updating

被引：9
|
作者：
Zhou, Qunyan [1 ]
Hang, Dan [2 ]
机构：
[1] Jiangsu Univ Technol, Sch Math & Phys, Changzhou 213001, Peoples R China
[2] Air Force Logist Coll, Dept Basic Courses, Xuzhou 221000, Peoples R China
来源：
APPLIED NUMERICAL MATHEMATICS | 2015年 / 91卷
基金：
中国国家自然科学基金;
关键词：
Diagonal updating; Weak secant equation; Nonmonotone technique; Adaptive trust region method; Global convergence; UNCONSTRAINED OPTIMIZATION PROBLEMS; QUASI-NEWTON METHODS; TESTING ENVIRONMENT; GRADIENT METHODS; ALGORITHM; PERFORMANCE;
D O I：
10.1016/j.apnum.2014.12.009
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, a new nonmonotone adaptive trust region method with line search for solving unconstrained nonlinear optimization problems is introduced. The computation of the Hessian approximation is based on the usage of the weak secant equation by a diagonal definite matrix. Under some reasonable conditions, the global convergence of the proposed algorithm is established. The numerical results show the new method is effective and attractive for large scale optimization problems. (C) 2014 IMACS. Published by Elsevier B.V. All rights reserved.
引用
收藏
页码：75 / 88
页数：14
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