THE APPLICATION OF A MODIFIED ALGORITHM ON QUADRATIC INTERPOLATION MODELS

摘要：

In this paper, we propose a modified method on quadratic interpolation models which are updated by Frobenius norm.The method uses the progressively obtained information during the iterations of the algorithm to form new search subspaces.Then the quadratic model is solved in the new subspaces.The main idea is to use the information revealed in the previous steps to construct more promising directions.The effectiveness is proved in that the numbers of function evaluations are reduced obviously for most testing problems.At the end of this paper, we tested the algorithm on some variable dimension problems.

关键词： Unconstrained optimization Trust region method Quadratic model Lagrange function Direct methods

作者: QING-HUA ZHOU YAN LI

作者单位: College of Mathematics and Computer, Hebei University, Baoding, 071002, Hebei Province, China

会议类型: 国际会议

会议名称: 2007 International Conference on Machine Learning and Cybernetics(IEEE第六届机器学习与控制论国际会议)

会议地点: 香港

会议语种:英文

页码: 2494-2498

在线出版日期: 2007-08-19（万方平台首次上网日期，不代表论文的发表时间）