计算机工程与应用 ›› 2011, Vol. 47 ›› Issue (30): 35-38.

• 研究、探讨 • 上一篇    下一篇

关于楔形信赖域半径更新的两种方法

许凤霞,周庆华,张亚蕊,耿 燕   

  1. 河北大学 数学与计算机学院,河北 保定 071002
  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2011-10-21 发布日期:2011-10-21

Two methods on wedge trust region radius update

XU Fengxia,ZHOU Qinghua,ZHANG Yarui,GENG Yan   

  1. Department of Mathematics and Computer,Hebei University,Baoding,Hebei 071002,China
  • Received:1900-01-01 Revised:1900-01-01 Online:2011-10-21 Published:2011-10-21

摘要: 楔形信赖域算法用于求解无导数的优化问题,是基于传统的信赖域算法提出的。楔形信赖域算法的改进之处是在传统的信赖域子问题的基础上增加一个楔形约束,故称为“楔形信赖域”。信赖域半径的更新方法对于算法的收敛性有重要的影响。针对原楔形信赖域的半径更新方法的不足,提出了两种新的更新半径的策略。实验结果表明,在大多数测试问题上,改进的这两种算法的函数值计算次数大大减少。

关键词: 楔形信赖域, 无约束优化, 无导数优化, 半径的更新, 线性插值

Abstract: Wedge trust region method based on traditional trust region is designed for derivative free optimization problems.The novelty of wedge trust region is to add a constraint to the trust region problem,which is called “wedge trust region”.Besides,the radius update rules have a strong influence on the performance of an algorithm.In this paper,faced with the disadvantages of the original radius update rule,two new radius update rules are proposed.For most test problems,the experiments demonstrate the numbers of function evaluations of the two methods are both reduced significantly compared with the former one.

Key words: wedge trust region, unconstrained optimization, derivative free optimization, radius update, linear interpolation