1、1,3.6 信赖域方法( Trust-Region Methods),基本思想线性搜索与信赖域方法的联系信赖域方法思想信赖域半径的选择信赖域算法信赖域方法的收敛性解信赖域子问题优化工具箱,2,信赖域方法和线性搜索方法是求解非线性优化问题的两类主要的数值方法.与线性搜索方法相比,信赖域方法思想新颖,具有可靠性,有效性和很强的收敛性.鉴于信赖域方法的优点,由它来构造新的优化方法成为非线性优化界许多学者关注的焦点. 单折线法; 双折线法; 切线折线法; 信赖域自适应调整算法,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,8. Optimiz
2、ation Toolbox Many of the methods used in the Optimization Toolbox are based on trust-regions, a simple yet powerful concept in optimization. The key questions in defining a specific trust-region approach to minimizing are : (1). how to choose and compute the approximation q . (defined at the current point x), (2). how to choose and modify the trust region , (3). how accurately to solve the trust-region sub-problem.,23,s,val,posdef,count,lambda = TRUST(g(x),B,d) ; %TRUST是matlab自带的求解信赖域子问题的函数 利用它信赖域方法的程序就简单多了.,24,作业,P111. 习题7.,