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。
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.
出处
《中国传媒大学学报（自然科学版）》
2015年第6期35-39,共5页
Journal of Communication University of China：Science and Technology
关键词
无约束最优化
拟牛顿法
换元周期
unconstrained optimization
Quasi-Newton method
update period
