摘要
构造了一个求解无约束优化问题的新算法.该算法结合了修正BFGS(MBFGS)算法的思想和多维过滤器算法策略.一方面,搜索方向的产生类似于MBFGS算法;另一方面,在接受新的迭代点时,采用多维过滤器算法的策略.新算法是全局收敛的.
In this paper, we have constructed a new algorithm for unconstrained optimizations. The algorithm combines the idea of MBFGS method with the strategy of multidimensional filter algorithm. The produce of searching direction is similar to MBFGS method; on the other hand, when the new point will be accepted, we adopt the strategy of multidimensional filter algorithm. In addition, the new algorithm has a global convergence.
出处
《长沙电力学院学报（自然科学版）》
2006年第4期97-100,共4页
JOurnal of Changsha University of electric Power:Natural Science
