一类LC1规划问题的超线性收敛ODE信赖域算法

摘要

In this paper, a new trust region algorithm for unconstrained LC1 optimization problems isgiven. Compare with those existing trust regiion methods, this algorithm has a different feature: it ob-tains a stepsize at each iteration not by soloving a quadratic subproblem with a trust region bound, butby solving a system of linear equations. Thus it reduces computational complexity and improve compu-tation efficlency. It is proven that this algorithm is globally convergent and locally superlinear undersome conditions.