A Collinear Scaling Algorithm With Adaptive Trust Region For Unconstrained Optimization

被引：0
|
作者：
Yang, Yang [1 ]
机构：
[1] Xuzhou Inst Technol, Sch Math & Phys Sci, Xuzhou, Peoples R China
来源：
ICIC 2009: SECOND INTERNATIONAL CONFERENCE ON INFORMATION AND COMPUTING SCIENCE, VOL 3, PROCEEDINGS | 2009年
关键词：
collinear scaling; adaptive trust region; unconstrained optimization; global convergence; CONVERGENCE;
D O I：
10.1109/ICIC.2009.257
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper is concerned with a collinear scaling algorithm based on adaptive trust region for unconstrained optimization. Under certain mild conditions, we establish the global convergence result of the proposed method. We can accomplish our algorithm with the simpler symmetric-rank-1 qusi-Newton updating formula. Numerical results show that the new method is efficient.
引用
收藏
页码：204 / 207
页数：4
相关论文
共 50 条
12345