所属单位：人工智能学院

发表刊物：Applied Numerical Mathematics

刊物所在地：荷兰

关键字：continuation method; preconditioned technique; trust-region method; linear conservation

摘要：This paper considers the regularization continuation method and the trust-region updating strategy. Numerical results also show that the new method is more robust and faster than the traditional optimization method such as the alternating direction method of multipliers (ADMM), the sequential quadratic programming (SQP) method (the built-in subroutine fmincon.m of the MATLAB2020a environment), and the recent continuation method (Ptctr). The computational time of the new method is about 1/3 of that of SQP (fmincon.m). Finally, the global convergence analysis of the new method is also given.

论文类型：期刊论文

第一作者：Xin-long Luo

合写作者：Hang Xiao

学科门类：理学

文献类型：J

卷号：181

期号：6

页面范围：255-276

ISSN号：0168-9274

是否译文：否

发表时间：2022-06-16

收录刊物：SCI