锥模型的拟牛顿型信赖域方法

Quasi-newton Type Trust Region Nlethod Based on the Conic Model

对于求解无约束优化问题的锥模型拟牛顿型信赖域方法 ,本文主要讨论了水平向量的选取及最优参数的确定 ,并给出了数值试验结果 .结果表明 ,该算法比二次模型有效 ,比 [2

For the quasi-Newton type trust region method base d on the conic model solving unconstrained optimization,horizon vector of the co nic medel is proposed,the unique optimal parameter is determined and the numeric al results are given in this paper.The numerical results show that the above met hod has some improvement over those of [2] and the one based on quadratic mode l.