计算机工程与应用2011，Vol.47Issue(20)：47-49,108,4.DOI:10.3778/j.issn.1002-8331.2011.20.014
解大规模无约束优化的自适应过滤信赖域法
Adaptive filter trust region method for large scale unconstrained optimization
摘要
Abstract
An adaptive filter trust region method for large scale unconstrained optimization is proposed.This new algorithm uses the function and its gradients to determine a scale matrix as an approximation of its Hessian matrix in the subproblem. The adaptive technique and filter technique are introduced to improve the behavior of the method.The new algorithm is shown to be globally convergent and numerical experiments indicate that it is very effective for large scale unconstrained minimization problems.关键词
大规模无约束优化:过滤技术/梯度法/自适应信赖域法/全局收敛性Key words
large scale unconstrained optimization/ filter technique/ gradient method/ adaptive trust region method/ global convergence分类
数理科学引用本文复制引用
周群艳..解大规模无约束优化的自适应过滤信赖域法[J].计算机工程与应用,2011,47(20):47-49,108,4.基金项目
江苏技术师范学院基金(No.KYY08041). （No.KYY08041）
