计算机工程与应用
計算機工程與應用
계산궤공정여응용
COMPUTER ENGINEERING AND APPLICATIONS
2013年
8期
48-50
,共3页
非单调策略%信赖域算法%非光滑优化%全局收敛%无约束优化
非單調策略%信賴域算法%非光滑優化%全跼收斂%無約束優化
비단조책략%신뢰역산법%비광활우화%전국수렴%무약속우화
non-monotone strategies%trust region algorithms%non-smooth optimization%global convergence%unconstrained op-timization
提出了非单调信赖域算法求解无约束非光滑优化问题,并和经典的信赖域方法作比较分析.同时,设定了一些条件,在这些假设条件下证明了该算法是整体收敛的.数值实验结果表明,非单调策略对无约束非光滑优化问题的求解是行之有效的,拓展了非单调信赖域算法的应用领域.
提齣瞭非單調信賴域算法求解無約束非光滑優化問題,併和經典的信賴域方法作比較分析.同時,設定瞭一些條件,在這些假設條件下證明瞭該算法是整體收斂的.數值實驗結果錶明,非單調策略對無約束非光滑優化問題的求解是行之有效的,拓展瞭非單調信賴域算法的應用領域.
제출료비단조신뢰역산법구해무약속비광활우화문제,병화경전적신뢰역방법작비교분석.동시,설정료일사조건,재저사가설조건하증명료해산법시정체수렴적.수치실험결과표명,비단조책략대무약속비광활우화문제적구해시행지유효적,탁전료비단조신뢰역산법적응용영역.
It proposes a solution for non-smooth unconstrained optimization problems of non-monotone trust region methods, and compares the approach with the classical trust region methods. At the same time, the algorithm sets some conditions, under the conditions of these assumptions, the algorithm is proved global convergence. Numerical results show that non-monotonic strategy not only in solving non-smooth unconstrained optimization problems is effective, but also expands the non-monotonic trust region algorithm applications.
