| 一个新的MBFGS信赖域算法 |
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| 引用本文： | 景书杰,苗荣,李少娟.一个新的MBFGS信赖域算法[J].数学杂志,2014,34(3):569-576. |
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| 作者姓名： | 景书杰 苗荣 李少娟 |
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| 作者单位： | 河南理工大学数学与信息科学学院;河南护理职业学院; |
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| 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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| 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.
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| 关 键 词： | 无约束最优化 信赖域算法 BFGS(MBFGS)方法 线搜索 |
| 收稿时间： | 2012/6/4 0:00:00 |
| 修稿时间： | 2012/9/14 0:00:00 |
A NEW MBFGS OF TRUST REGION ALGORITHM |
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| JING Shu-jie,MIAO Rong and LI Shao-juan.A NEW MBFGS OF TRUST REGION ALGORITHM[J].Journal of Mathematics,2014,34(3):569-576. |
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| Authors: | JING Shu-jie MIAO Rong and LI Shao-juan |
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| Institution: | School of Mathematics and Information Science, Henan Polytechnic University, Jiaozuo 454000, China,School of Mathematics and Information Science, Henan Polytechnic University, Jiaozuo 454000, China and Henan Care Vocational College, Anyang 455000, China |
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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. |
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| Keywords: | unconstrained optimization trust region BFGS(MBFGS) modiflcation line search |
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