怀化学院学报
懷化學院學報
부화학원학보
JOURNAL OF HUAIHUA TEACHERS COLLEGE
2015年
5期
24-26
,共3页
无约束优化问题%对称秩1法%BFGS算法%MATLAB
無約束優化問題%對稱秩1法%BFGS算法%MATLAB
무약속우화문제%대칭질1법%BFGS산법%MATLAB
unconstrained optimization problems%symmetric rank -1 method%BFGS algorithm%Matlab
对称秩-1法和 BFGS 法是用拟牛顿法求解无约束优化问题时最常见的两种方法,它们都具有计算简单、收敛速度快等优点。探讨两种方法的算法格式、收敛速度和计算精度问题,同时利用 MATLAB 软件编程进行实例求解。结果表明:在解的迭代次数和精确度方面,BFGS 算法均明显优于对称秩-1法。
對稱秩-1法和 BFGS 法是用擬牛頓法求解無約束優化問題時最常見的兩種方法,它們都具有計算簡單、收斂速度快等優點。探討兩種方法的算法格式、收斂速度和計算精度問題,同時利用 MATLAB 軟件編程進行實例求解。結果錶明:在解的迭代次數和精確度方麵,BFGS 算法均明顯優于對稱秩-1法。
대칭질-1법화 BFGS 법시용의우돈법구해무약속우화문제시최상견적량충방법,타문도구유계산간단、수렴속도쾌등우점。탐토량충방법적산법격식、수렴속도화계산정도문제,동시이용 MATLAB 연건편정진행실례구해。결과표명:재해적질대차수화정학도방면,BFGS 산법균명현우우대칭질-1법。
Symmetry rank 1 method (SR - 1) and BFGS algorithm are two kinds of the most common methods in Quasi -Newton optimization ,and the main advantages of them are lower workload and higher convergence rate .This paper compares the effectiveness between SR - 1 and BFGS , discusses the implement program using Matlab software , and analyzes the results by numerical examples . It is found that the BFGS algorithm outperforms the SR -1 method in convergence speed .