| 基于拟牛顿方程的非线性最小二乘的新算法 |
| |
| 引用本文： | 孙风建,肖伟.基于拟牛顿方程的非线性最小二乘的新算法[J].高等学校计算数学学报,2010,32(4). |
| |
| 作者姓名： | 孙风建 肖伟 |
| |
| 摘 要： | <正>1引言我们知道,非线性最小二乘问题:minf(x)=1/2R(x)~TR(x)=1/2■r_i(x)]~2,(1)其中x∈R~n称为决策变量,R(x)=(r_1(x),r_2(x),…,r_m(x))~T称为在点x的残向量,目标函数f(x)的梯度和海森矩阵分别为:g(x)=▽f(x)=J(x)R(x)(2)▽~2f(x)=C(x)+S(x)(3)其中,J(x)是R(x)在x处的Jacobian的转置.
|
A NEW NON-LINEAR LEAST SQUARE ALGORITHM BASED ON QUASI-NEWTON TYPE'S EQUATION |
| |
| Sun Fengjian,Xiao Wei.A NEW NON-LINEAR LEAST SQUARE ALGORITHM BASED ON QUASI-NEWTON TYPE'S EQUATION[J].Numerical Mathematics A Journal of Chinese Universities,2010,32(4). |
| |
| Authors: | Sun Fengjian Xiao Wei |
| |
| Abstract: | |
| |
| Keywords: | |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
|
