ON THE USE OF HYBRID MODELS IN WEDGE TRUST REGION

摘要：

　　In this paper,we have constructed a new algorithm for unconstrained optimizations based on the wedge trust region method.It is designed for solving problems in which the gradient of the object function is not available and the number of variables is moderate.After reviewing the separate contributions of the linear models and the quadratic models,here we propose a hybrid model to update the wedge trust region radius.Comparison of the new algorithm with both version of interpolation methods are reported in this paper.Numerical results show the applicability of our new algorithm to practical problems.

关键词： Unconstrained optimization wedge trust region linear model quadratic mode radius update

作者: Yue Yang Qinghua Zhou Fengxia Xu Peipei Zhou

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

会议类型: 国际会议

会议名称: 11th International Symposium on Operations Research and its Applications(第11届运筹学及其应用国际研讨会)

会议地点: 安徽黄山

会议语种:英文

页码: 136-143

在线出版日期: 2013-08-23（万方平台首次上网日期，不代表论文的发表时间）