| 一类求解无约束优化的自适应拟牛顿型信赖域算法 |
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| 引用本文： | 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]. 吉林林学院学报, 2014, 0(6): 715-718 |
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| 作者姓名： | 李文钰 |
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| 作者单位： | 北华大学数学与统计学院,吉林吉林132033 |
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| 基金项目： | 吉林省科技发展计划项目（201215102）. |
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| 摘 要： | 提出一类求解无约束优化的自适应拟牛顿型信赖域算法，信赖域半径更新准则采用由L-函数给出的一类自适应更新准则，当前迭代点处的目标函数的二阶海森矩阵用某种拟牛顿型公式近似。在一定假设的条件下，算法具有传统信赖域算法的全局收敛性质。数值实验表明，对于求解无约束优化问题算法是有效的。
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| 关 键 词： | 信赖域方法 拟牛顿 自适应 |
A Class Self-adaptive Quasi-Newton Trust Region Algorithm for Solving Unconstrained Optimization |
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| Li Wenyu. A Class Self-adaptive Quasi-Newton Trust Region Algorithm for Solving Unconstrained Optimization[J]. , 2014, 0(6): 715-718 |
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| Authors: | Li Wenyu |
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| Affiliation: | Li Wenyu ( School of Mathematics and Statistics of Beihua University, Jilin 132033, China) |
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| 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. |
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| Keywords: | trust region Quasi-Newton self-adaptive |
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