A NEW DERIVATIVE FREE OPTIMIZATION METHOD BASED ON CONIC INTERPOLATION MODEL  

作　　者：倪勤 胡书华 

出　　处：《Acta Mathematica Scientia》2004年第2期281-290,共10页数学物理学报（B辑英文版）

基　　金：This work was supported by the National Natural Science Foundation of China(10071037)

摘　　要：In this paper, a new derivative free trust region method is developed based on the conic interpolation model for the unconstrained optimization. The conic interpolation model is built by means of the quadratic model function, the collinear scaling formula, quadratic approximation and interpolation. All the parameters in this model are determined by objective function interpolation condition. A new derivative free method is developed based upon this model and the global convergence of this new method is proved without any information on gradient.In this paper, a new derivative free trust region method is developed based on the conic interpolation model for the unconstrained optimization. The conic interpolation model is built by means of the quadratic model function, the collinear scaling formula, quadratic approximation and interpolation. All the parameters in this model are determined by objective function interpolation condition. A new derivative free method is developed based upon this model and the global convergence of this new method is proved without any information on gradient.

关 键 词：Derivative free optimization method conic interpolation model quadratic interpolation model trust region method unconstrained optimization 

分 类 号：O224[理学—运筹学与控制论]