信赖域算法的修订算法

为了求得非线性优化问题的最优解,必须从收敛的可能性和收敛速度入手实现有效的计算方法.为此,通过改变作为搜索方向的下降方向,并适当修订信赖范围,在信赖域算法的基础上提出了一种修订的最优化问题的求解方法.计算方法的计算程序虽然有些复杂,但从整体收敛性和计算可行性方面来说是一个有效的方法.

An Improved Algorithm of Trust Region Method

In order to solve optimal solution of nonlinear optimization problems,we simply have to consider a valid algorithm from the perspective of the possibility of convergence and the rate of convergence.In this paper by changing the descent direction which is search direction, and the appropriately revising the trust region,an improved algorithm of optimization problems is presented based on trust region method.Although the calculating procedure of this calculation algorithm is some complicated,it is a very nice method in view of the global convergence and the calculating feasibility.