Acta mathematica scientia,Series A ›› 2010, Vol. 30 ›› Issue (4): 1117-1125.

• Articles • Previous Articles     Next Articles

A Quadratic Tridiagonal Interpolation DFO Method for Unconstrained Optimization

 LIU Hao1, 2, PAN Ai-Xia3, NI Qi4   

  1. 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

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

CLC Number: 

  • 60K05
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