A VARIABLE-METRIC METHOD USING A NONQUADRATIC MODEL

作     者：TASSOPOULOS, A STOREY, C 

作者机构：Graduate Student Professor Department of Mathematics University of Technology Loughborough Leicestershire England 

出 版 物：《JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS》 (优选法理论与应用杂志)

年 卷 期：1984年第43卷第3期

页      面：383-393页

核心收录：

学科分类：1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070104[理学-应用数学] 0701[理学-数学] 

主　　题：Optimization variable-metric methods rational approximations switching algorithm 

摘      要：In this paper, a new variable-metric method based on a rational, rather than a quadratic, model is proposed. A switching algorithm is also introduced which selects either the standard quadratic model or the new rational model, depending on which has the smallest condition number. Several functions are used to test the new method, and it is concluded that it is as efficient as the standard model in general and is superior for problems of high dimensionality. Considerable improvement is also obtained for high-dimensional problems when the switching algorithm is used.