一个新的BFGS信赖域算法

A NEW BFGS RUST REGION METHOD

本文对于无约束最优化问题提出了一个新的BFGS信赖域算法.利用BFGS方法和信赖域方法,提出了改进的BFGS信赖域方法.推广了文献[3,5]中的两种算法,得到一个新的BFGS信赖域算法,在适当条件下证明了算法的全局收敛性.

A new BFGS rust region algorithm for unconstrained optimization problems is presented. By using BFGS method and trust region method, a class of new BFGS trust region algorithm that reference [3] and [5] promoted was obtained, and the global convergence of the algorithm is proved under appropriate conditions.