数学物理学报(英文版)

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A NEW DERIVATIVE FREE OPTIMIZATION METHOD BASED ON CONIC INTERPOLATION MODEL

倪勤,胡书华   

  1. Department of Mathematics, Nanjing University of Aeronautics and Astronautics,
    Nanjing 210016, China
  • 出版日期:2004-07-20 发布日期:2004-07-20
  • 基金资助:

    This work was supported by the National Natural Science
    Foundation of China(10071037).

A NEW DERIVATIVE FREE OPTIMIZATION METHOD BASED ON CONIC INTERPOLATION MODEL

 NI Qi, HU Shu-Hua   

  • Online:2004-07-20 Published:2004-07-20
  • Supported by:

    This work was supported by the National Natural Science
    Foundation of China(10071037).

摘要:

In this paper, a new derivative free trust region method is developed based
on the conic interpolation model for the unconstrained optimization. The conic interpolation
model is built by means of the quadratic model function, the collinear scaling
formula, quadratic approximation and interpolation. All the parameters in this model are
determined by objective function interpolation condition. A new derivative free method is
developed based upon this model and the global convergence of this new method is proved
without any information on gradient.

Abstract:

In this paper, a new derivative free trust region method is developed based
on the conic interpolation model for the unconstrained optimization. The conic interpolation
model is built by means of the quadratic model function, the collinear scaling
formula, quadratic approximation and interpolation. All the parameters in this model are
determined by objective function interpolation condition. A new derivative free method is
developed based upon this model and the global convergence of this new method is proved
without any information on gradient.

Key words: Derivative free optimization method, conic interpolation model;quadratic interpolation model;trust region method;unconstrained optimization

中图分类号: 

  • 60K05