一种新的二次插值模型算法(英文)  

A New Algorithm on Quadratic Interpolation Models

作　　者：周庆华[1] 

机构地区：[1]中国科学院数学与系统科学研究院

出　　处：《工程数学学报》2006年第6期1075-1087,共13页Chinese Journal of Engineering Mathematics

基　　金：The Chinese NNSF(10231060)

摘　　要：本文中,通过利用随算法表现出来的问题的局部信息,我们构造了几种新的搜索子空间,然后对二次插值模型在这些子空间中进行求解。目的是利用前面的迭代信息构造问题更有可能下降的方向。实验证明我们的方法对于大多数问题都可以有效的减少函数值的运算次数。In this paper, several new search directions are constructed by combining the local information progressively obtained during the iteration of the algorithm to form new subspaces, the quadratic model is then solved in the new subspaces. The purpose is to use the information disclosed by previous steps to construct more promising directions. The effectiveness is demonstrated in that the number of function evaluations are reduced significantly for most tested problems.

关 键 词：无约束优化 信赖域方法 二次模型 LAGRANGE函数 直接法 

分 类 号：O24[理学—计算数学]