关键词: 信赖域方法, 约束违和函数, 二次插值模型, 增广Lagrange乘子

Abstract: We presented an improved trustregion derivativefree (TRDF) algorithm. In the proposed method, we established the constraint violation function, chose a better iteration point by using the progressive barrier (PB) strategy modified sub problem of the initial augmented Lagrangian multiplier, and proved the convergence of the improved algorithm. Numerical experiments for different dimensions of the test results show that the improved algorithm effectively reduces the number of iterations and the iteration time for solving polynomial interpolation model.

Key words: trust region method, polynomial interpolation model, constraint violation function, augment Lagrangian multiplier