| 无约束优化的信赖域算法 |
| |
| 引用本文： | 唐健,段虞荣.无约束优化的信赖域算法[J].重庆大学学报(自然科学版),1991,14(1):33-41. |
| |
| 作者姓名： | 唐健 段虞荣 |
| |
| 作者单位： | 重庆建筑工程学院，重庆大学 我校硕士研究生 |
| |
| 摘 要： | 提出了一种无约束优化问题的信赖域算法。根据原优化问题的二次近似模型,运用拟牛顿方向与最速下降方向之凸组合作为搜索方向,采用了新的策略。进行了收敛性分析,得到整体收敛及局部二次收敛性结果,并给出了算法的执行过程及算例。
|
| 关 键 词： | 信赖域方法 无约束优化 二次规划 |
TRUST REGION METHOD FOR UNCONSTRAINED OPTIMIZATION |
| |
| Tang Jian Duan Yurong.TRUST REGION METHOD FOR UNCONSTRAINED OPTIMIZATION[J].Journal of Chongqing University(Natural Science Edition),1991,14(1):33-41. |
| |
| Authors: | Tang Jian Duan Yurong |
| |
| Institution: | Tang Jian Duan Yurong |
| |
| Abstract: | A new trust region algorithm is proposed for solving unconstrained optimization problems. According to the quadratic approximate model of the original optimization problem,the trust region algorithm uses directions,a convex combination of the quasi-newton direction and the steepest descent direction. This algorithm with new strategy is analyzed and the global and local quadratic convergent theorems are proved. At last,the implementation and computational results of the algorithm are demonstrated. |
| |
| Keywords: | trust region quadratic programming unconstrained optimization |
| 本文献已被 CNKI 维普 等数据库收录！ |
| 点击此处可从《重庆大学学报(自然科学版)》浏览原始摘要信息 |
| 点击此处可从《重庆大学学报(自然科学版)》下载免费的PDF全文 |
