| 无约束优化问题的Newton-过滤器算法 |
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| 引用本文： | 林仁,李俊锋,林子,王菲,陈暑波. 无约束优化问题的Newton-过滤器算法[J]. 湖南城建高等专科学校学报, 2010, 0(3): 46-49 |
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| 作者姓名： | 林仁 李俊锋 林子 王菲 陈暑波 |
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| 作者单位： | [1]湖南城市学院数学与计算科学系,湖南益阳413000 [2]洞口第一中学,湖南洞口422300 |
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| 基金项目： | 湖南省教育厅科研基金资助项目（08C206）;湖南城市学院科研基金资助项目（08C016） |
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| 摘 要： | 构造了求解无约束优化问题的新算法,该算法结合了一般的Newton算法的思想和过滤器线性搜索策略,一方面搜索方向由Newton算法产生;另一方面在接受新的迭代点时,采用过滤器线性搜索策略,确定步长,且新算法是全局收敛的.
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| 关 键 词： | 过滤器算法 无约束优化 线性搜索 |
A Newton-filter Algorithm for Unconstrained Optimization |
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| LIN Ren,LI Jun-feng,LIN Zi,WANG Fei,CHEN Shu-bo. A Newton-filter Algorithm for Unconstrained Optimization[J]. Journal of Hunan Urban Construction College, 2010, 0(3): 46-49 |
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| Authors: | LIN Ren LI Jun-feng LIN Zi WANG Fei CHEN Shu-bo |
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| Affiliation: | 1. Department of Mathematics ＆ Computer Science, Hunan City University, Yiyang, Hunan 413000, China; 2. The NO. 1 Middle School of Dongkou County, Dongkou, Hunan 422300, China) |
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| Abstract: | In this paper, we have constructed a new algorithm for unconstrained optimization. The algorithm combines the idea of Newton method with the strategy of filter-linear-search algorithm. One hand, the searching process of direction is similar to Newton method; on the other hand, when the new point will be accepted, we adopt the strategy of filter-linear-search algorithm. In addition, the new algorithm has global convergence. |
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| Keywords: | filter method unconstrained optimization linear search |
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