| A NEW TRUST REGION DOGLEG METHOD FOR UNCONSTRAINED OPTIMIZATION |
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| 作者姓名： | ZhaoYingliang |
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| 作者单位： | [2]CollegeofSciences,Xi＇anJiaotongUniv.,Xi＇an710049. |
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| 摘 要： | Abstract. This paper presents a new trust region dogleg method for unconstrained optimization.The method can deal with the case when the Hessian B of quadratic models is indefinite. It isproved that the method is globally convergent and has a quadratic convergence rate if Under certain conditions, the solution obtained by the method is even a second order
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| 关 键 词： | 置信域 无约束最优化 二次方程模型 收敛性 |
| 收稿时间： | 30 November 1998 |
A new trust region dogleg method for unconstrained optimization |
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| ZhaoYingliang.A NEW TRUST REGION DOGLEG METHOD FOR UNCONSTRAINED OPTIMIZATION[J].Applied Mathematics A Journal of Chinese Universities,2000,15(1):83-92. |
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| Authors: | Zhao Yingliang Xu Chengxian |
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| Institution: | (1) College of Sciences, Xi’an Jiaotong Univ., 710049 Xi’an |
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| Abstract: | This paper presents a new trust region dogleg method for unconstrained optimization. The method can deal with the case when
the Hessian B of quadratic models is indefinite. It is proved that the method is globally convergent and has a quadratic convergence rate
if B
(k) = ▿2
f(x
(k)). Under certain conditions, the solution obtained by the method is even a second order stationary point. Numerical results
also declare effectiveness of the method. |
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| Keywords: | Trustregion m ethods dogleg m ethods |
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