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applied mathematics

非单调信赖域方法

Nonmonotone Trust Region Method

A numerical optimization algorithm designed for solving nonsmooth composite multiobjective optimization problems by iteratively updating a trial step within a trust region constraint and using a nonmonotone line search strategy to ensure convergence. / 一种针对非光滑复合多目标优化问题的数值优化算法,通过在信赖域约束内迭代更新试探步长并采用非单调线搜索策略来确保收敛。

Knowledge type
工艺技术
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农场主
Last updated
2026-10-24 19:01:37
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Sub-knowledge points

Proximal Gradient DescentComposite OptimizationMultiobjective OptimizationNonsmooth Optimization

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Main parameters and performance indicators

Trust Region Radius: Controls the size of the region where the quadratic model is trustedNonmonotone Parameter: Determines the rate at which the objective function value is allowed to increaseStep Size: The magnitude of the update to the current solution

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Related literature

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A proximal gradient-based ZH-type nonmonotone trust region method for nonsmooth composite multiobjective optimizationOpen source

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automated knowledge publish农场主2026-10-24 19:01:38

Record title: Nonmonotone Trust Region Method.