锥模型的拟NEWTON型信赖域方法  

A QUASI-NEWTON TYPE TRUST REGION METHOD BASED ON THE CONIC MODEL

作　　者：诸梅芳[1] 薛毅[1] 张凤圣 

机构地区：[1]北京工业大学应用数学系,100022

出　　处：《高等学校计算数学学报》1995年第1期36-47,共12页Numerical Mathematics A Journal of Chinese Universities

基　　金：国家自然科学基金;北京市自然科学基金

摘　　要：其中f_c=f(x_c),g_c=f(x_c),b_c和B_c分别为n维向量和n×n阶矩阵。锥模型是Davidon首先提出的,Sorensen和Ariyawansa等人对使用锥模型的拟Newton法做了不少有意义的工作,但他们的研究仅限于线性搜索策略。本文目的在于研究信赖域策略,即研究求解问题(1.1)的锥模型的拟Newton型信赖域方法。概括地说。Many unconstrained optimization methods based on the conic model have been proposed since Davidon first used the conic model into the optimization method in 1980. In this paper a quasi-Newton type trust region method based on the conic model for solving unconstrained optimization problems is proposed. The num'erical experiment shows that this method is superior than the corresponding method based on the quadratic model.

关 键 词：锥模型 拟牛顿型信赖域 无约束极小化 

分 类 号：O224[理学—运筹学与控制论] O242.23[理学—数学]