期刊文献+

无约束优化问题的一个新的DFP信赖域算法

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摘要 在文献[1]的基础上,给出了一个新的DFP信赖域算法,此算法具有较好的性质,并给出了该算法的全局收敛性以及二次收敛速度.
机构地区 兰州理工大学
出处 《中国民航大学学报》 CAS 2006年第z1期87-88,共2页 Journal of Civil Aviation University of China
  • 相关文献

参考文献10

  • 1袁功林,韦增欣.一个新的BFGS信赖域算法[J].广西科学,2004,11(3):195-196. 被引量:17
  • 2[2]Buleau J P,Vial J Ph.Curvilinear path and trust region in unconstrained optimization,a convergence analysis[J].Math Prog Study,1987,30:82-101.
  • 3[4]Dennis J E,Schnabel R B.Numerical methods for unconstrained optimization and nonlinear equations[M].Endlewood Cliffs:Pretice-Hall Inc,1983.
  • 4[5]Shultz G A,Schnabel R B,Byrd R H.A family of trust-region-based algorithms for unconstrained optimization with strong global convergence properties[J].SIAM J Numer Anal,1985,22:47-67.
  • 5[6]Broyden C G,Dennis J E,More J J.On the local and super linear convergence of Quasi-Newton methods[J].J Inst Math Appl,1973,12:223-246.
  • 6[7]Byrd R,Nocedal J,Yuan Y.Global convergence of a class of Quasi-Newton methods on convex problems[J].SIAM Journal on Numerical Analysis,1978,24:1 171-1 189.
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  • 8袁亚湘.信赖域方法的收敛性[J].计算数学,1994,16(3):333-346. 被引量:60
  • 9[10]Fletcher R.Practical Methods of Optimization[M].2th ed.Chichester:John Wiley & Sons,1987.
  • 10[11]Byrd R H,Schnabel R B,Shultz G A.Approximate solution of the trust region problem by minimization over two-dimensional subspaces[J].Math Prog,1988,40:247-263.

二级参考文献18

  • 1袁亚湘.信赖域方法的收敛性[J].计算数学,1994,16(3):333-346. 被引量:60
  • 2Yuan Y,Sun W. Theory and Methods of optimization.Beijing :Science Press of China, 1999.
  • 3Dennis J E,Schnabel R B. Numerical methods for unconstrained optimization and nonlinear equations. Englewood Cliffs:Pretice-Hall Inc, 1983.
  • 4Fletcher R. Practical meethods of optimization. 2nd ed.Chichester :John Wiley &. Sons, 1987.
  • 5Buleau J P,Vial J Ph. Curvilinear path and trust region in unconstrained optimization, a convergence analysis. Math Prog Study, 1987,30: 82-101.
  • 6Shultz G A,Schnabel R B,Byrd R H. A family of trustregion-based algorithms for unconstrained miimization with strong global convergence properties. SIAM J Numer Anal,1985, 22:47-67.
  • 7Byrd R H,Schnabel R B,Shultz G A Approximate solution of the trust region problem by minimization over twodimensional subspaces. Math Prog, 1988,40: 247 - 263.
  • 8Dennis J E,Jr More J J. A characteization of superlinear convergence and its application to Quasi-Newton methods.Math Comp, 1974,28: 1171 - 1190.
  • 9Broyden C G, Dennis J E, More J J. On the local and supelinear convergence of Quasi-Newton methods. J Inst Math Appl, 1973,12: 223 - 246.
  • 10Byrd R,Nocedal J,Yuan Y. Global convergence of a class of Quasi-Newton methods on convex problems. SIAM Journal on Numerical Analysis, 1987,24 : 1171 - 1189.

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