| 基于齐次模型的信赖域算法 |
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| 引用本文： | 韩立兴.基于齐次模型的信赖域算法[J].天津大学学报(自然科学与工程技术版),1993(6):94-98. |
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| 作者姓名： | 韩立兴 |
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| 作者单位： | 天津大学数学系 理学硕士，讲师 |
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| 摘 要： | 提出一种基于齐次模型的信赖域算法，传统的基于二次模型的信赖域算法只是它的一个特例。由于该模型比二次模型更近似目标函数，故新算法优于传统的信赖域算法。
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| 关 键 词： | 无约束优化 信赖域 齐次模型 算法 |
A TRUST REGION ALGORITHM BASED UPON THE HOMOGENEOUS MODEL |
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| Han Lixing.A TRUST REGION ALGORITHM BASED UPON THE HOMOGENEOUS MODEL[J].Journal of Tianjin University(Science and Technology),1993(6):94-98. |
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| Authors: | Han Lixing |
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| Institution: | Dept. of Math. |
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| Abstract: | This paper presents a trust region algorithm based upon the homogeneous model. The traditional trust region algorithm based on the quadratic model is one of its special cases. Since the homogeneous model can approximate the objective function better than the quadratic model, the new algorithm is superior to the classical trust region algorithm. |
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| Keywords: | unconstrained optimization trust region homogeneous model |
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