2 NEW UNCONSTRAINED OPTIMIZATION ALGORITHMS WHICH USE FUNCTION AND GRADIENT VALUES

被引：130

作者：

DENNIS, JE ^{[1
]}

MEI, HHW ^{[1
]}

机构：

[1] OHIO STATE UNIV,DEPT COMP & INFORMAT SCI,COLUMBUS,OH 43212

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1979年 / 28卷 / 04期

关键词：

optimal conditioning; quasi-Newton methods; Unconstrained optimization; updating schemes;

D O I：

10.1007/BF00932218

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

Two new methods for unconstrained optimization are presented. Both methods employ a hybrid direction strategy which is a modification of Powell's 1970 dogleg strategy. They also employ a projection technique introduced by Davidon in his 1975 algorithm which uses projection images of Δx and Δg in updating the approximate Hessian. The first method uses Davidon's optimally conditioned update formula, while the second uses only the BFGS update. Both methods performed well without Powell's special iterations and singularity safeguards, and the numerical results are very promising. © 1979 Plenum Publishing Corporation.

引用

页码：453 / 482

页数：30