| 结合锥模型算法的修正多步拟牛顿法 |
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| 引用本文： | 怀丽波. 结合锥模型算法的修正多步拟牛顿法[J]. 延边大学学报(自然科学版), 2010, 36(1): 67-70 |
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| 作者姓名： | 怀丽波 |
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| 作者单位： | 延边大学工学院,计算机科学与技术系,吉林,延吉133000 |
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| 摘 要： | 提出一种解决维数较大的无约束优化问题的混合算法.该算法采用了一个开关用于切换修正多步拟牛顿算法和锥模型算法.结果表明,该算法既保留了拟牛顿算法的快速有效性,又将适用范围扩大到了二次模型逼近效果较差的函数,且对于大多数维数较大的函数都是切实可行的.
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| 关 键 词： | 无约束优化 修正多步拟牛顿算法 锥模型 混合算法 |
Modified Multi-step Quasi-Newton Methods Combining Conic Model Algorithm |
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| HUAI Li-bo. Modified Multi-step Quasi-Newton Methods Combining Conic Model Algorithm[J]. Journal of Yanbian University (Natural Science), 2010, 36(1): 67-70 |
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| Authors: | HUAI Li-bo |
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| Affiliation: | HUAI Li-bo (Department of Computing Science and Technology, College of Engineering, Yanbian University, Yanji 133000, China ) |
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| Abstract: | We introduce a hybrid method for solving middle-large dimension unconstrained optimization. The method adopts a on-off which switch modified multi-step quasi-Newton methods and conic model algorithm. The new hybrid method keeps the efficiency of quasi-Newton method as well as to be broadly applied to the functions which can not get accurate result based on the standard methods. Our new method is feasible to most middle-large dimension function. |
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| Keywords: | unstrained optimization modified multi step qusai-Newton methods conic model hybid method |
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