| 约束非线性最小二乘的极大熵方法 |
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| 引用本文： | 齐欢,费奇.约束非线性最小二乘的极大熵方法[J].华中科技大学学报(自然科学版),1997(1). |
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| 作者姓名： | 齐欢 费奇 |
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| 作者单位： | 华中理工大学数学系 |
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| 基金项目： | “八五”国家科技攻关项目 |
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| 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．数值结果表明该方法是有效的
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| 关 键 词： | 约束非线性最小二乘 极大熵 变尺度 |
A Maximum Entropy Method for the Constrained Nonlinear Least Square |
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| Qi Huan Assoc. Prof., Dept. of Math.,HUST,Wuhan ,China. Fei Qi.A Maximum Entropy Method for the Constrained Nonlinear Least Square[J].JOURNAL OF HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY.NATURE SCIENCE,1997(1). |
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| Authors: | Qi Huan Assoc Prof Dept of Math HUST Wuhan China Fei Qi |
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| Institution: | Qi Huan Assoc. Prof., Dept. of Math.,HUST,Wuhan 430074,China. Fei Qi |
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| Abstract: | 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. |
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| Keywords: | constrained nonlinear least square maximum entropy variable metric method |
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