| 应用自动微分的Newton-PCG算法 |
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| 引用本文： | 张海斌,钟萍,张春华. 应用自动微分的Newton-PCG算法[J]. 运筹学学报, 2003, 7(1): 28-38 |
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| 作者姓名： | 张海斌 钟萍 张春华 |
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| 作者单位： | 1. 北京工业大学应用数理学院,北京,100022
2. 中国农业大学,北京,100083 |
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| 基金项目： | Supported by the National Natural Science Foundation of China(Grant No.10071094). |
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| 摘 要： | 一类新的使用符号微分的Newton-PCG型算法在文献[1]和[2]被导出来了。本文建立和研究应用自动微分的相应的Newton-PCG算法，理论分析和数值实验结果显示应用自动微分之后，目标函数的维数或复杂性越大，Newton-PCG算法对Newton法的改进越显著。
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| 关 键 词： | 无约束最优化问题 预优共轭梯度法 效率参数 自动微分 Newton－PCG算法 |
The Newton-PCG Algorithm via Automatic Differentiation |
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| HAIBIN ZHANG. The Newton-PCG Algorithm via Automatic Differentiation[J]. OR Transactions, 2003, 7(1): 28-38 |
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| Authors: | HAIBIN ZHANG |
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| Abstract: | A new Newton-PCG like algorithm with the usual symbolic differentiation (SD) is derived in [1] and [2]. In this paper, we consider the corresponding Newton-PCG algorithm with automatic differentiation (AD). The results by theoretical analysis and preliminary numerical experiments indicate that the larger the dimension or the cost of the objective function evaluation is, the more the improvement of the Newton-PCG algorithm over Newton method will be. |
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| Keywords: | Newton method Preconditioned conjugate gradient method Automatic differentiation. |
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