A NEW TRUST REGION DOGLEG METHOD FOR UNCONSTRAINED OPTIMIZATION

被引：0
|
作者：
Zhao Yingliang\ Xu Chengxian CollegeofSciences
机构：
来源：
Applied Mathematics:A Journal of Chinese Universities | 2000年 / 01期
关键词：
Trustregion m ethods; dogleg m ethods;
D O I：
暂无
中图分类号：
O221 [规划论（数学规划）];
学科分类号：
070105 ; 1201 ;
摘要：
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)\} = Δ\+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.
引用
收藏
页码：83 / 92
页数：10
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