%0 Journal Article
%T ANEW FAMILYOFTRUSTREGIONALGORITHMSWITHA NONMONOTONE LINE SEARCH TECHNIQUE<br>一类带非单调线搜索的信赖域算法
%A Pang Shanmin
%A Chen Lanping
%A <br>庞善民
%A 陈兰平
%J 计算数学
%D 2011
%I 
%X We propose a new family of trust region algorithms for unconstrained optimization problems which is combining traditional trust region method with a nonmonotone Wolfe line search technique. The new algorithm solves the trust region subproblem only once at each iteration, furthermore, the matrix approximation to the Hessian simultaneously satisfies the quasi-Newton condition at each iteration and maintains its positive definiteness. Under certain conditions, the global convergence and strong global convergence of the algorithm are proved. Numerical results show that the algorithm inherits the advantages of the nonmonotone schemes and is meaningful to some optimization problems.
%K Unconstrained optimization
%K Trust-region method
%K Nonmonotone line search
%K Global convergence<br>无约束最优化
%K 信赖域方法
%K 非单调线搜索
%K 全局收敛
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=CC77F3CEF526D9CF0B3021650FB4E57E&aid=844AA66BB344A493BA85F1567A997427&yid=9377ED8094509821&vid=27746BCEEE58E9DC&iid=CA4FD0336C81A37A&sid=B6DA1AC076E37400&eid=014B591DF029732F&journal_id=0254-7791&journal_name=计算数学&referenced_num=0&reference_num=13