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TRUST REGION METHOD FOR UNCONSTRAINED OPTIMIZATION
引用本文:Tang Jian Duan Yurong. TRUST REGION METHOD FOR UNCONSTRAINED OPTIMIZATION[J]. 保鲜与加工, 1991, 0(1): 33-41
作者姓名:Tang Jian Duan Yurong
作者单位:Tang Jian Duan Yurong
摘    要: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.

关 键 词:trust region  quadratic programming  unconstrained optimization.

TRUST REGION METHOD FOR UNCONSTRAINED OPTIMIZATION
Tang Jian Duan Yurong. TRUST REGION METHOD FOR UNCONSTRAINED OPTIMIZATION[J]. Storage & Process, 1991, 0(1): 33-41
Authors:Tang Jian Duan Yurong
Affiliation: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.
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