| 改进的移动渐近线算法求解无约束优化问题 |
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| 引用本文： | 王爱祥. 改进的移动渐近线算法求解无约束优化问题[J]. 井冈山大学学报(自然科学版), 2013, 0(6): 16-20 |
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| 作者姓名： | 王爱祥 |
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| 作者单位： | 常州开放大学,江苏常州213001 |
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| 摘 要： | 对于求解无约束优化问题，提出一个改进的移动渐近线方法。基于信赖域方法和滤子技巧，该方法的全局收敛性得到证明。数值结果也说明了算法的有效性。
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| 关 键 词： | 移动渐近线 信赖域 滤子 无约束优化 |
AN IMPROVED METHOD OF MOVING ASYMPTOTES FOR UNCONSTRAINED OPTIMIZATION |
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| WANG Ai-xiang. AN IMPROVED METHOD OF MOVING ASYMPTOTES FOR UNCONSTRAINED OPTIMIZATION[J]. Journal of Jinggangshan University(Natural Sciences Edition), 2013, 0(6): 16-20 |
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| Authors: | WANG Ai-xiang |
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| Affiliation: | WANG Ai-xiang (Changzhou Open University, Changzhou, Jiangsu 213001, China) |
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| Abstract: | An improved method of moving asymptotes for solving unconstrained nonlinear optimization problems is introduced. Based on the trust region method and filter technique, the method of moving asymptotes is shown to be globally convergent. Numerical results are also shown that the algorithm is effective. |
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| Keywords: | method of moving asymptotes trust region filter unconstrained optimization |
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