北华大学学报（自然科学版）Issue(6)：715-718,4.DOI:10.11713/j.issn.1009-4822.2014.06.003
一类求解无约束优化的自适应拟牛顿型信赖域算法
A Class Self-adaptive Quasi-Newton Trust Region Algorithm for Solving Unconstrained Optimization
摘要
Abstract
This paper presents a class of adaptive trust region method for solving unconstrained optimization. The trust region update rules adopt the new self-adaptive update rules introduced by L-function and the Hessian matrix of objective function is approximated by some Quasi-Newton formula at current iteration. Under some assumptions,the algorithm has preserved global convergence of the traditional trust region algorithm. Numerical experiments show that the algorithm of unconstrained optimization is effective.关键词
信赖域方法/拟牛顿/自适应Key words
trust region/Quasi-Newton/self-adaptive分类
数理科学引用本文复制引用
李文钰..一类求解无约束优化的自适应拟牛顿型信赖域算法[J].北华大学学报（自然科学版）,2014,(6):715-718,4.基金项目
吉林省科技发展计划项目(201215102) （201215102）
