CAJ | 학술논문

本文给出了一种新的信赖域算法.该算法以变化的速率来调整信赖域半径的大小.在由信赖域子问题产生的试探步不被接受的情况下,新算法采用线搜索的方法得到下一个迭代点.同时算法采用非单调的技术来加速算法的收敛效果.文中给出了新算法的全局收敛性分析和数值试验的结果.
본문급출료일충신적신뢰역산법.해산법이변화적속솔래조정신뢰역반경적대소.재유신뢰역자문제산생적시탐보불피접수적정황하,신산법채용선수색적방법득도하일개질대점.동시산법채용비단조적기술래가속산법적수렴효과.문중급출료신산법적전국수렴성분석화수치시험적결과.
We propose a new trust region algorithm which the trust region radius is updated at a variable rate.Moreover,the new algorithm performs a backtracking line search from the failed point instead of resolving the trust region subproblem.A nonmonotonic criterion is also used to speed up the convergence.We establish the global convergence of the new algorithm.Numerical results are also presented.