• 论文 •

### 解无约束优化问题的一个新的带线搜索的信赖域算法

1. 1. 福建师范大学数学与计算机科学学院, 福州 350007;
2. 福建江夏学院信息系, 福州 350108
• 收稿日期:2011-08-19 出版日期:2012-08-15 发布日期:2012-08-16
• 基金资助:

国家自然科学基金(11071041)资助项目.

Liu Jinghui, Ma Changfeng, Chen Zheng. A TRUST REGION ALGORITHM WITH NEW LINE SEARCH FOR SOLVING UNCONSTRAINED OPTIMIZATION PROBLEMS[J]. Mathematica Numerica Sinica, 2012, 34(3): 275-284.

### A TRUST REGION ALGORITHM WITH NEW LINE SEARCH FOR SOLVING UNCONSTRAINED OPTIMIZATION PROBLEMS

Liu Jinghui1, Ma Changfeng1, Chen Zheng2

1. 1. School of Mathematics and Computer Science, Fujian Normal University, Fuzhou 350007, China;
2. Department of Information, Fujian jiangxia University, Fuzhou 350108, China
• Received:2011-08-19 Online:2012-08-15 Published:2012-08-16

Based on the traditional trust region method, a trust region algorithm with new line search is proposed for solving unconstrained optimization problems. The stepsize is obtained making use of larger Armijo line search rule. The proposed algorithm overcomes the shortcomings of large amount of calculation when solving the subproblem at each iteration, therefore, it is more attractive for large scale optimization problems. The global convergence of the algorithm is proved under suitable conditions. Some numerical results are reported, which shows that our algorithm is quite effective.

MR(2010)主题分类:

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