摘要
研究一种将变尺度方法与极大熵方法相结合的新方法,并将其用于约束非线性最小二乘问题,这是一种对有约束和无约束非线性最小二乘问题的统一算法,实现了对Hesse矩阵的整体逼近.新方法具有显式搜索方向,因而在迭代中不需要求解二次规划子问题.
Constrained nonlinear least square (CNLS) is widely used in the engineering and economic fields. A new algorithm which is a combination of the variable metric method and the maximum entropy method is studied and used in CNIS. It is characterized by explicit search direction and so it is not necessary to solve the quadratic programming subproblem during iteration. Numerical results show that it is useful to CNLS.
出处
《华中理工大学学报》
CSCD
北大核心
1997年第1期93-94,110,共3页
Journal of Huazhong University of Science and Technology
基金
"八五"国家科技攻关项目
关键词
非线性
极大熵
变尺度法
最小二乘法
constrained nonlinear least square
maximum entropy
variable metric method