计算机工程与应用2011，Vol.47Issue(35)：28-31,4.DOI:10.3778/j.issn.1002-8331.2011.35.008
用改进的信赖域方法求解二次插值模型
Improved trust region method for quadratic interpolation models
摘要
Abstract
An improved method is used to solve unconstrained optimization problems, when the derivatives of the objective function can not be available or the calculation of the derivatives are too expensive.Generally speaking, the objective function is approximated to quadratic interpolation model which is solved in a traditional trust region.The traditional trust region method is improved in this paper, and formed two novel trust region subproblems.The innovation of the improved trust region algorithm is that it solving the quadratic interpolation model in one parameterized trust region and modifying the mod el in another parameterized region,which can save the calculation and improve the accuracy.The improved trust region method can quickly find a descent direction and a poised interpolation point in two improved trust regions,respectively.Experimen-tal results reveal that the improved method is more effective than the classic trust region method on the testing problems.关键词
信赖域方法/二次插值模型/无约束最优化/无导数最优化Key words
trust region method/quadratic interpolation model/unconstrained optimization/derivative free optimization分类
数理科学引用本文复制引用
耿燕,周庆华,王熙照,许凤霞..用改进的信赖域方法求解二次插值模型[J].计算机工程与应用,2011,47(35):28-31,4.基金项目
国家自然科学基金(the National Natural Science Foundation of China under Grant No.60903088) （the National Natural Science Foundation of China under Grant No.60903088）
河北省自然科学基金(No.A2010000188,No.F2009000227) （No.A2010000188,No.F2009000227）
河北大学博士基金(No.2008136). （No.2008136）
