کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
8904413 1633702 2018 18 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A new adaptive trust region algorithm for optimization problems
ترجمه فارسی عنوان
الگوریتم منطق اعتماد سازگار جدید برای مشکلات بهینه سازی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
چکیده انگلیسی
It is well known that trust region methods are very effective for optimization problems. In this article, a new adaptive trust region method is presented for solving unconstrained optimization problems. The proposed method combines a modified secant equation with the BFGS updated formula and an adaptive trust region radius, where the new trust region radius makes use of not only the function information but also the gradient information. Under suitable conditions, global convergence is proved, and we demonstrate the local superlinear convergence of the proposed method. The numerical results indicate that the proposed method is very efficient.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Acta Mathematica Scientia - Volume 38, Issue 2, March 2018, Pages 479-496
نویسندگان
, , ,