摘要
我们在本文中从一个完全不同的观点提出了一个用于求解无约束最优化问题 的拟合算法.算法中的迭代方向是从函数拟合中得到,而不是由传统的拟牛顿方程得到. 此方法有许多好的性质,并且在较弱的假设下证明算法是线性收敛的.
In this paper, we proposes a modified fitting algorithm from a total different point of view for unconstrained optimization. In algorithm the iterative direction is from the function fitting other than the traditional quasi-Newton equation. Our method has many good properties and is linearly convergent under some mild assumptions.
出处
《运筹学学报》
CSCD
北大核心
2003年第1期46-52,共7页
Operations Research Transactions
基金
Department of Mathematics,Shanghai University,Shanghai,200436
上海大学数学系,上海,200436.