NEW CHOICES OF SEARCH DIRECTIONS USED IN CONSTRUCTING QUADRATIC INTERPOLATION MODELS

摘要：

In this paper, some quadratic interpolation models are constructed by developing new trust region sub-problems. These sub-problems are derived by modifying search directions which combine the information progressively obtained during the iterations of the algorithm to form new search subspaces. The quadratic models are solved in the new subspaces. The motive is to use the information disclosed by the previous steps to construct probably more promising directions. The effectiveness is proved in that the number of function evaluations are reduced obviously for most tested problems. At the end of this paper, we test the models on some variable dimension problems.

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

作者: QING-HUA ZHOU YING ZHU MO-MIAO XIONG

作者单位: College of Mathematics and Computer, Hebei University, Baoding, 071002, Hebei Province, China Theore College of Sciences, Agricultural University of Hebei, Baoding, 071001, Hebei Province, China Theoretical Systems Biology Lab, School of Life Science, Fudan University, Shanghai, 200433, China

会议类型: 国际会议

会议名称: 2008 International Conference on Machine Learning and Cybernetics(2008机器学习与控制论国际会议)

会议地点: 昆明

会议语种:英文

页码: 2320-2325

在线出版日期: 2008-07-12（万方平台首次上网日期，不代表论文的发表时间）