倪勤,胡书华
NI Qi, HU Shu-Hua
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.
中图分类号:
60K05