In this paper, a new derivative free trust region method is developed basedon the conic interpolation model for the unconstrained optimization. The conic inter-polation model is built by means of the quadratic model function, the collinear scalingformula, quadratic approximation and interpolation. All the parameters in this model axedetermined by objective function interpolation condition. A new derivative free method isdeveloped based upon this model and the global convergence of this new method is provedwithout any information on gradient.
展开▼
