Concise complexity analyses for trust region methods
Concise complexity analyses for trust region methods
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DOI：
10.1007/s11590-018-1286-2
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发表时间：
2018-12-01
影响因子：
1.6
通讯作者：
Robinson, Daniel P.
中科院分区：
文献类型：
--
作者：
Curtis, Frank E.;Lubberts, Zachary;Robinson, Daniel P.
对求解无约束优化问题的简单信赖域算法进行了简明的复杂度分析。与传统的信任域算法相比，本文所考虑的算法在每次迭代成功后都需要对信任域半径的选择进行一定的控制。分析强调了获得一定复杂度界限所需的基本算法组件。此外，提出了一种新的信任域半径更新策略，该策略提供了一个二阶复杂度界。
Concise complexity analyses are presented for simple trust region algorithms for solving unconstrained optimization problems. In contrast to a traditional trust region algorithm, the algorithms considered in this paper require certain control over the choice of trust region radius after any successful iteration. The analyses highlight the essential algorithm components required to obtain certain complexity bounds. In addition, a new update strategy for the trust region radius is proposed that offers a second-order complexity bound.