| 改进的无约束优化问题的过滤算法 |
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| 引用本文： | 段凤奇,王川龙.改进的无约束优化问题的过滤算法[J].太原师范学院学报(自然科学版),2011,10(1):28-31. |
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| 作者姓名： | 段凤奇 王川龙 |
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| 作者单位： | 太原理工大学数学系,山西太原,030024 |
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| 基金项目： | 山西省自然科学基金资助(20051009) |
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| 摘 要： | 信赖域算法加入过滤技术可以加大试验点x+,被接受的几率.文章去除了信赖域子问题凸性的判断,同时对于信赖域半径采用自适应的选取办法,使信赖域半径与gk和Bk密切相关,以求对于信赖域算法的改进.
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| 关 键 词： | 无约束 滤子 信赖域 自适应 |
A Improved Filter Method For Unconstrained Optimization |
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| Duan Fengqi,Wang Chuanlong.A Improved Filter Method For Unconstrained Optimization[J].Journal of Taiyuan Normal University:Natural Science Edition,2011,10(1):28-31. |
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| Authors: | Duan Fengqi Wang Chuanlong |
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| Institution: | Duan Fengqi Wang Chuanlong(Department of Mathematics,Taiyuan University of Technology,Taiyuan 030024,China) |
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| Abstract: | Trust-region methods join filter technology can increase the possibility of trial point x+k accepted.We leave out the judgement of the convexity of the trust-region subproblem,meanwhile use adaptive selection method,and make trust region radius closely related with gk and Bk in order to improve the traditional trust region algorithm. |
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| Keywords: | unconstrained optimization filter trust-region methods self-adapting |
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