无约束最优化中行列修正拟牛顿法的计算效能和最佳换元周期 |
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引用本文: | 郑新宇,刘停战.无约束最优化中行列修正拟牛顿法的计算效能和最佳换元周期[J].中国传媒大学学报,2015(6):35-39. |
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作者姓名: | 郑新宇 刘停战 |
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作者单位: | 中国传媒大学 理学院,北京,100024;中国传媒大学 理学院,北京,100024 |
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摘 要: | 提出了一类适用于求解无约束最优化问题的行列同步修正算法,得到了新算法的收敛阶,通过优化算法的计算效能指数给出算法的最佳换元周期,并进行了数值比较试验。该算法同样适用于求解大型对称非线性方程组。
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关 键 词: | 无约束最优化 拟牛顿法 换元周期 |
The Efficiency Index and the Optimal Update Period of Row-column Sync Updating Quasi-Newton Method in Unconstrained Optimization Problems |
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Abstract: | A row -column sync updating quasi -Newton method for solving unconstrained optimization problems is considered. And we propose the speed of convergence of the new algorithm. By studying the efficiency index,the optimal update period of this method is given and numerical experiments are carried out. This method is also applicable to large scale symmetric nonlinear equations. |
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Keywords: | unconstrained optimization Quasi-Newton method update period |
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