| A BOX TRUST REGION METHOD ON A SUBSPACE FOR UNCONSTRAINED OPTIMIZATION |
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| 引用本文： | 孙麟平. A BOX TRUST REGION METHOD ON A SUBSPACE FOR UNCONSTRAINED OPTIMIZATION[J]. 南京大学学报(自然科学版), 1997, 0(2) |
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| 作者姓名： | 孙麟平 |
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| 作者单位： | 南京大学数学系 |
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| 摘 要： | 对无约束最优化问题给出了一类具有降维和记忆功能的子空间信赖域算法。该方法既有信赖域算法的特点，又有多信息下降法的特点，故收敛速度较快，初步的数值试验也证实了这一点。
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| 关 键 词： | 最优化，拟牛顿，信赖域 |
A BOX TRUST REGION METHOD ON A SUBSPACE FOR UNCONSTRAINED OPTIMIZATION |
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| Sun Linping. A BOX TRUST REGION METHOD ON A SUBSPACE FOR UNCONSTRAINED OPTIMIZATION[J]. Journal of Nanjing University: Nat Sci Ed, 1997, 0(2) |
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| Authors: | Sun Linping |
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| Abstract: | A New restricted trust region method for unconstrained optimization is presented, in which the trust region is a box. Since the method possesses the characteristics of both the trust region method and the supermemory descent method, it is endowed with rapidly convergence. Numerical tests illustrate this point. |
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| Keywords: | optimization Quasi Newton trust region |
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