摘要
提出了一种无约束优化问题的信赖域算法。根据原优化问题的二次近似模型,运用拟牛顿方向与最速下降方向之凸组合作为搜索方向,采用了新的策略。进行了收敛性分析,得到整体收敛及局部二次收敛性结果,并给出了算法的执行过程及算例。
A new trust region algorithm is proposed for solving unconstrained optimization problems. According to the quadratic approximate model of the original optimization problem,the trust region algorithm uses directions,a convex combination of the quasi-newton direction and the steepest descent direction. This algorithm with new strategy is analyzed and the global and local quadratic convergent theorems are proved. At last,the implementation and computational results of the algorithm are demonstrated.
出处
《重庆大学学报（自然科学版）》
EI
CAS
CSCD
1991年第1期33-41,共9页
Journal of Chongqing University
关键词
信赖域方法
无约束优化
二次规划
trust region
quadratic programming
unconstrained optimization.
