摘要
针对无约束优化问题,提出一种基于简化锥模型的信赖域方法.该方法将模拟退火思想改进的Metropolis准则和简化锥模型信赖域方法相结合,即用标量矩阵近似Hessian矩阵,再由Metropolis准则接受更多的试探步.在适当的条件下,建立了新算法的全局收敛性.数值结果表明,该方法是有效的.
A trust region method based on simple conic model is proposed for unconstrained optimization prob-lems.The Metropolis criterion improved by idea of simulated annealing is combined with the simple conic model trust region method,namely,Hessian matrix is approximated by a scalar matrix,and the Metropolis criterion is used to accept more trial steps.Under appropriate conditions,the global convergence of algorithm is established.Numerical results show that the new method is effective.
作者
杨月婷
王宏博
周国玲
李蓉
曹名圆
YANG Yueting;WANG Hongbo;ZHOU Guoling;LI Rong;CAO Mingyuan(School of Mathematics and Statistics,Beihua University,Jilin 132013,China)
出处
《北华大学学报（自然科学版）》
CAS
2022年第6期701-707,共7页
Journal of Beihua University（Natural Science）
基金
吉林省自然科学基金联合基金重点项目(YDZJ202101ZYTS167,YDZJ202101ZYTS156,YDZJ202201ZYTS303)
吉林省科技发展计划项目(20190303132SF)
吉林省教育厅科学技术研究项目(JJKH20210030KJ).
