| 一个基于近似下降方向的免梯度算法 |
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| 引用本文： | 彭叶辉.一个基于近似下降方向的免梯度算法[J].运筹与管理,2005,14(3):60-63. |
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| 作者姓名： | 彭叶辉 |
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| 作者单位： | 怀化学院,数学系,湖南,怀化,418008 |
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| 基金项目： | 湖南省教育厅科研基金资助项目(04C464) |
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| 摘 要： | 本构造一个求解非线性无约束优化问题的免梯度算法，该算法基于传统的模矢法，每次不成功迭代后，充分利用已有迭代点的信息，构造近似下降方向，产生新的迭代点。在较弱条件下，算法是总体收敛的。通过数值实验与传统模矢法相比，计算量明显减少。
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| 关 键 词： | 无约束优化 免梯度算法 近似下降方向 模矢法 |
| 文章编号： | 1007-3221(2005)03-0060-04 |
| 修稿时间： | 2004年7月14日 |
A Derivative-free Algorithm Based on Approximate Descent Direction |
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| PENG Ye-hui.A Derivative-free Algorithm Based on Approximate Descent Direction[J].Operations Research and Management Science,2005,14(3):60-63. |
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| Authors: | PENG Ye-hui |
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| Abstract: | This paper presents an accelerated derivative-free algorithm for unconstrainged optimization, which is based on traditional pattern search method. After an unsuccessful iterate, it makes full use of the information of the existing iterates to construct an approximate descent direction in order to get a new iterate point. Under weaker conditions, the algorithm is globally convergent.The numerical experiment shows that the algorithm is better than the traditional pattern search method in the aspect of calculating quantity. |
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| Keywords: | unconstrained optimization derivative-free algorithm approximate descent direction pattern search method |
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