摘要
解约束非线性最优化反演问题的控制随机搜索法(简称CRS法),是用参量空间多组估值的“重心”来取代常规最优化反演的单组估值,使解更接近复杂多元函数的全局极小点,CRS法可用异常残差向量的任意范数作目标函数,不需求导,也不需给定参量的初值,能使迭代快速稳定收敛。理论模型和实例表明,CRS法比Marquardt抗干扰能力强,收敛速度快。它可用于单个异常反演和物性界面反演,适用于二维、三维、地形起伏、观测面水平等情况。
The controlled random search method is used for solving constrained nonlinear optimization problems.In this method several search points in parameter space are yielded to produce a centroid,instead of a single estimate,in order to get the solution more closely approching the global minimum of the sophisticated multivariate functions.Any norm of residuals can be used as objective function.No derivatives are employed and no initial guess is required.The method discussed converges rapidly and stea-dily.So far as anti-disturbance capacity and convergence rate are ccncerned,the CRS method is muchbetter than Marquardt method and can be applied to interpretate magnetic and gravity anomalies genera-ted by a 2-D or 3-D body as well as to the inversion of density discontinuity interface data.
出处
《地质与勘探》
CAS
CSCD
北大核心
1992年第9期34-41,共8页
Geology and Exploration
基金
高等学校博士学科点专项科研基金
