Acta mathematica scientia,Series B

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A NEW DERIVATIVE FREE OPTIMIZATION METHOD BASED ON CONIC INTERPOLATION MODEL

 NI Qi, HU Shu-Hua   

  • Online:2004-07-20 Published:2004-07-20
  • Supported by:

    This work was supported by the National Natural Science
    Foundation of China(10071037).

Abstract:

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.

Key words: Derivative free optimization method, conic interpolation model;quadratic interpolation model;trust region method;unconstrained optimization

CLC Number: 

  • 60K05
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