NONMONOTONE TRUST REGION METHODS WITH CURVILINEAR PATH IN UNCONSTRAINED OPTIMIZATION

被引：19

作者：

XIAO, Y ^{[1
]}

ZHOU, F ^{[1
]}

机构：

[1] TSING HUA UNIV,DEPT APPL MATH,BEIJING 100084,PEOPLES R CHINA

来源：

COMPUTING | 1992年 / 48卷 / 3-4期

关键词：

UNCONSTRAINED OPTIMIZATION; TRUST REGION; CURVILINEAR PATH; NONMONOTONE; CONVERGENCE;

D O I：

10.1007/BF02238640

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

A general nonmonotone trust region method with curvilinear path for unconstrained optimization problem is presented. Although this method allows the sequence of the objective function values to be nonmonotone, convergence properties similar to those for the usual trust region methods with curvilinear path are proved under certain conditions. Some numerical results are reported which show the superiority of the nonmonotone trust region method with respect to the numbers of gradient evaluations and function evaluations.

引用

页码：303 / 317

页数：15

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