摘要
提出求解无约束优化问题的一个修正拟牛顿信赖域方法.本算法可以保持信赖域子问题海森矩阵的正定性.在适当条件下,证明了本算法的全局收敛性,并通过数值实验说明了算法的可行性.
In this paper,a new trust region method based on the modified quasi-Newton equation are proposed.The presented method makes sure the positive-definite for Hessian matrix of trust region subproblem.Under adequate condition,the global convergence and were proved.Numerical results show that the new method is efficient.
出处
《商丘师范学院学报》
CAS
2011年第9期26-28,共3页
Journal of Shangqiu Normal University
关键词
无约束最优化
信赖域方法
拟牛顿方程
全局收敛性
unconstrained optimization
trust region method
modified quasi-Newton equation
global convergence
