| A NEW DERIVATIVE FREE OPTIMIZATION METHOD BASED ON CONIC INTERPOLATION MODEL |
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| 作者姓名： | 倪勤 胡书华 |
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| 作者单位： | DepartmentofMathematics,NanjingUniversityofAeronauticsandAstronautics,Nanjing210016,China |
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| 摘 要： | In this paper, a new derivative free trust region method is developed basedon the conic interpolation model for the unconstrained optimization. The conic inter-polation model is built by means of the quadratic model function, the collinear scalingformula, quadratic approximation and interpolation. All the parameters in this model axedetermined by objective function interpolation condition. A new derivative free method isdeveloped based upon this model and the global convergence of this new method is provedwithout any information on gradient.
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| 关 键 词： | 派生自由优化法 二次曲线插值 置信域 全局收敛性 |
| 收稿时间： | 4 January 2002 |
A NEW DERIVATIVE FREE OPTIMIZATION METHOD BASED ON CONIC INTERPOLATION MODEL |
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| Ni Qin Hu Shuhua.A NEW DERIVATIVE FREE OPTIMIZATION METHOD BASED ON CONIC INTERPOLATION MODEL[J].Acta Mathematica Scientia,2004,24(2):281-290. |
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| Authors: | Ni Qin Hu Shuhua |
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| Institution: | Ni Qin Hu Shuhua Department of Mathematics,Nanjing University of Aeronautics and Astronautics,Nanjing 210016,China |
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| Abstract: | In this paper, a new derivative free trust region method is developed based on the conic interpolation model for the unconstrained optimization. The conic interpolation model is built by means of the quadratic model function, the collinear scaling formula, quadratic approximation and interpolation. All the parameters in this model are determined by objective function interpolation condition. A new derivative free method is developed based upon this model and the global convergence of this new method is proved without any information on gradient. |
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| Keywords: | Derivative free optimization method conic interpolation model quadratic interpolation model trust region method unconstrained optimization |
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