一种BFGS校正的改进信赖域方法  

An Improved Trust Region Method with BFGS

作　　者：章安阁 张舸 ZHANG An-ge;Zhang Ge(School of Science,Beijing University of Posts and Telecommunications,Beijing 100876,China)

机构地区：[1]北京邮电大学理学院

出　　处：《软件》2019年第7期109-111,141,共4页Software

摘　　要：本文利用经典的信赖域方法,针对无约束优化问题,对信赖域进行改进,并在此基础上对算法进行BFGS校正。数值实验证明,相比传统的信赖域方法,改进的信赖域方法在计算效率上有了很大提高;而加入BFGS校正后,新算法相比改进的信赖域方法又有了进一步的提高。We proposed an improved trust region method with BFGS, which is based on the traditional trust region method and used to improve the trust region for unconstrained optimization problems.On this basis, the BFGS correction of the algorithm is carried out.The numerical experiments show that, comparing with the traditional trust region method, the improved trust region method with BFGS has greatly improved the computational efficiency, and compared with the improved trust region method after adding BFGS correction, the new algorithm has further improved.

关 键 词：无约束最优化 信赖域法 BFGS校正 

分 类 号：O224[理学—运筹学与控制论]