无约束最优化问题中梯度路径的一种简单求法

A Simpler Method to Construct Gradient Path for Unconstrained Optimization

  • 摘要: 基于对称矩阵的Bunch-Parlett分解,将信赖域子问题转换成一个等价的信赖域子问题,使得梯度路径易于构造。该方法对海色矩阵无正定的限制,保留了信赖域方法的特色,从而使得利用信赖域梯度路径法求解无约束最优化问题易于实现。

     

    Abstract: This essay bases on Bunch-parlett factorization and changs the subproblem of trust region into its equivalent subproblem,thus result in an easier method to construct the gradient paths. The Hessian Matrix does not need to be and the merits of trust region methods are remained.It is obvious that gradient path search methods to solve trust region problems arising from unconstrained optimization problems is more proctical.

     

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