A New Trust Region Global Strategy for Unconstrained Optimization

碩士 === 國立臺灣科技大學 === 工程技術研究所 === 82 === This paper introduced a new global strategy, the tensor dogleg method, for unconstrained optimization, especially using tensor methods. Tensor methods for unconstrained optimization were first introduc...

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Bibliographic Details
Main Authors: P. K. Chen, 陳鵬光
Other Authors: T. T. Chow
Format: Others
Language:zh-TW
Published: 1994
Online Access:http://ndltd.ncl.edu.tw/handle/29853644329869207559
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Summary:碩士 === 國立臺灣科技大學 === 工程技術研究所 === 82 === This paper introduced a new global strategy, the tensor dogleg method, for unconstrained optimization, especially using tensor methods. Tensor methods for unconstrained optimization were first introduced by Schnabel and Chow [SIAM J.Opt.,21(1991), pp.293-315]. They adopted line search method and two version of trust region methods as global strategies, but these trust region methods were either inefficient or too complicated. Therefore, the software package, TENMIN, developed by Chow, Eskow and Schnabel[To appear on ACM TOMS][SIAM J.Opt.,1993] employed only the line search method as the global strategy. We tested several different versions of our tensor dogleg algorithm. Although the performance of each version of the algorithm differs slightly, most of them perform better then TENMIN. We finally introduced two tensor dogleg algorithm and according the testing data, not only the number of iterations but also the function evaluation, our algorithms are better than the conventional method.