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| 摘要: |
| 本文研究了无约束最优化问题.利用MBFGS信赖域算法的基本思想,通过对BFGS校正公式的改进,并结合线搜索技术,提出了一种新的MBFGS信赖域算法,拓宽了信赖域算法的适用范围,并在一定条件下证明了该算法的全局收敛性和超线性收敛性. |
| 关键词: 无约束最优化 信赖域算法 BFGS (MBFGS)方法 线搜索 |
| DOI： |
| 分类号:O224 |
| 基金项目:国家自然科学基金项目(10671057);河南理工大学运筹学与控制论重点学科资助项目(10671057). |
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| A NEW MBFGS OF TRUST REGION ALGORITHM |
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JING Shu-jie,MIAO Rong,LI Shao-juan
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| Abstract: |
| In this paper, we study unconstrained optimization problems. By using the basic idea of the MBFGS trust region algorithm, we improve BFGS correction formula, combine with line search technique and put forward a new MBFGS trust region algorithm which broadens the scope of application of the trust region algorithm. Under certain conditions, the global convergence and superlinear convergence of the algorithm is proved. |
| Key words: unconstrained optimization trust region BFGS(MBFGS) modiflcation line search |
