| 结合滤子技术的牛顿折线法及其实现 |
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| 引用本文： | 孙莉,贺国平.结合滤子技术的牛顿折线法及其实现[J].数学的实践与认识,2010,40(6). |
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| 作者姓名： | 孙莉 贺国平 |
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| 作者单位： | 1. 山东农业大学信息科学与工程学院信息与计算科学系,山东泰安,271018
2. 山东科技大学信息科学与工程学院,山东青岛,266510 |
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| 基金项目： | 国家自然科学基金(10571109,10901094); 山东省自然科学基金(Y2008A01); 山东省科技攻关项目(2006GG3210009) |
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| 摘 要： | 成功将多维滤子技术应用到牛顿折线法,提出了多维滤子牛顿折线法.新算法增加了牛顿点以及信赖域的试探点被接收作为下一步迭代点的几率.在一定的假设条件下证明了算法的全局收敛性.数值试验表明,滤子牛顿折线法适合于求解等势线呈峡谷状的函数.
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| 关 键 词： | 多维滤子 牛顿折线法 信赖域方法 全局收敛性 |
A Filter Newton Dogleg Method and Its Implementation |
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| SUN Li,HE Guo-ping.A Filter Newton Dogleg Method and Its Implementation[J].Mathematics in Practice and Theory,2010,40(6). |
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| Authors: | SUN Li HE Guo-ping |
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| Institution: | SUN Li~1,HE Guo-ping~2 (1.Department of Mathematics School of Information Science , Engineering,Sh,ong Agricultural University,Tai\'an 271018,China) (2.School of Information Science , Engineering Sh,ong University of Science , Technology,Qingdao 266510,China) |
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| Abstract: | This paper gives an implementation of the multidimensional filter technique,we employ this technique into the Newton Dogleg method,which makes the Newton point and the trial point of the trust region subproblem to be taken more often.Global convergence is promoted through the use of the filter.Numerical results demonstrate the filter Newton Dogleg method suitable for solving the function of curved valleys. |
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| Keywords: | multidimensional filter Newton Dogleg method trust region methods global convergence |
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