A SELF—ADAPTIVE TRUST REGION ALGORITHM

A SELF—ADAPTIVE TRUST REGION ALGORITHM
复制标题

DOI：
--
复制
发表时间：
2003
期刊：
Organic Letters
影响因子：
5.2
通讯作者：
LongHei
LongHei
中科院分区：
化学1区
文献类型：
--
作者：
LongHei

文献摘要

被引文献

相似文献

本文提出了一种自适应信任域算法。信任域半径根据目标函数的实际缩减量与预测缩减量之比以可变速率更新，而不是简单地以恒定速率放大或缩小原始信任域半径。我们证明了这种新算法保留了传统信任域方法的强收敛性，并给出了数值结果。
In this paper we propose a self-adaptive trust region algorithm.The trust region radius is updated at a varable rate according to the ratio between the actual reduction and the predicted reduction of the objective function,rather than by simply enlarging or reducing the original trust region radius at a constant rate.We show that this new algorithm preserves the strong convergence property of traditional trust region methods.Numerical results are also presented.