秩1修正的基于模型的仿射约化割线法

Model-Based Affine Reduced Secant Method of SR1 Revision

把仿射约化变换应用于基本模型的割线法中,在近似海色阵修正时采用秩1修正,得到一种求解无约束最优化问题的算法,从理论上证明了算法的二次终止性。

Affine reduced transformation was applied to model-based secant method.In approximation Hessian matrix revision,an algorithm of a new unconstrained optimization was obtained by using SR1 revision.The quadratic end of the algorithm was proved theoretically.