|
| 摘要: |
| 本文对于无约束最优化问题提出了一个新的BFGS信赖域算法.利用BFGS方法和信赖域方法,提出了改进的BFGS信赖域方法.推广了文献[3, 5]中的两种算法,得到一个新的BFGS信赖域算法,在适当条件下证明了算法的全局收敛性. |
| 关键词: BFGS 修正公式 信赖域算法 全局收敛性 |
| DOI： |
| 分类号:O221.2 |
| 基金项目:国家自然科学基金(10671057);河南理工大学运筹学与控制论重点学科资助项目;河南省数学一级重点学科资助项目. |
|
| A NEW BFGS RUST REGION METHOD |
|
JING Shu-jie,YU Jun-xia
|
| Abstract: |
| A new BFGS rust region algorithm for unconstrained optimization problems is presented. By using BFGS method and trust region method, a class of new BFGS trust region algorithm that reference [3] and [5] promoted was obtained, and the global convergence of the algorithm is proved under appropriate conditions. |
| Key words: modified BFGS formula trust region algorithm global convergence |
