摘要
提出求解无约束优化问题的一个修正拟牛顿信赖域方法。算法可以保持信赖域子问题海森矩阵的正定性。在适当条件下,证明了算法的全局收敛性,并通过数值实验说明了算法的可行性。
A new trust region method based on the modified quasi - Newton equation are proposed. The presented method makes sure the positive-definite for Hessian matrix of trust region subproblem. Under adequate condition, the global convergence and were proved. Numerical results show that the new method is efficient.
出处
《贵州师范大学学报（自然科学版）》
CAS
2012年第2期65-67,共3页
Journal of Guizhou Normal University：Natural Sciences
关键词
无约束最优化
信赖域方法
拟牛顿方程
全局收敛性
unconstrained optimization
trust region method
modified quasi-Newton equation
global convergence
