无约束优化的二次三对角插值直接搜索法

数学物理学报 ›› 2010, Vol. 30 ›› Issue (4): 1117-1125.

无约束优化的二次三对角插值直接搜索法

刘浩^{1, 2}, 潘爱霞³, 倪勤⁴

1.南京航空航天大学经济与管理学院南京 210016|2.南京工业大学理学院南京 210009|
3.潍坊学院数学与信息科学学院山东潍坊 261061|4.南京航空航天大学理学院南京 210016

收稿日期:2008-06-11 修回日期:2009-10-19 出版日期:2010-07-25 发布日期:2010-07-25
基金资助:
江苏省基础研究计划(自然科学基金)(2006184)和南京工业大学青年教师学术基金(39704017)资助

A Quadratic Tridiagonal Interpolation DFO Method for Unconstrained Optimization

LIU Hao^{1, 2}, PAN Ai-Xia³, NI Qi⁴

1.College of Economics and Management Science, Nanjing University of Aeronautics and Astronautics, Nanjing 210016;
2.College of Science, Nanjing University of Technology, Nanjing 210009;
3.College of Mathematics and Information Science, Weifang University, Shandong Weifang 261061;
4.College of Science, Nanjing University of Aeronautics and Astronautics, Nanjing 210016

Received:2008-06-11 Revised:2009-10-19 Online:2010-07-25 Published:2010-07-25
Supported by:
江苏省基础研究计划(自然科学基金)(2006184)和南京工业大学青年教师学术基金(39704017)资助

摘要/Abstract

摘要：

该文提出了一个基于二次三对角模型的直接搜索法. 在通常的条件下,论文给出和证明了这个方法的收敛性. 数值试验表明这个方法是较为有效的.

关键词: 直接搜索法, 二次插值模型, 二次三对角插值模型

Abstract:

This paper presents a new derivative free optimization(DFO) method which is based on a quadratic tridiagonal interpolation model. Under mild assumptions, the convergence results of this method are given and proved. Numerical experiments show
that the new method is promising.

Key words: Derivative free optimization method, Quadratic interpolation model, Quadratic tridiagonal interpolation

中图分类号:

60K05

刘浩, 潘爱霞, 倪勤. 无约束优化的二次三对角插值直接搜索法[J]. 数学物理学报, 2010, 30(4): 1117-1125.

LIU Hao, PAN Ai-Xia, NI Qi. A Quadratic Tridiagonal Interpolation DFO Method for Unconstrained Optimization[J]. Acta mathematica scientia,Series A, 2010, 30(4): 1117-1125.

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