| 约束优化问题的一个最小二乘求解方法 |
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| 引用本文： | 徐成贤. 约束优化问题的一个最小二乘求解方法[J]. 西安交通大学学报, 1990, 24(2): 41-47 |
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| 作者姓名： | 徐成贤 |
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| 作者单位： | 西安交通大学数学系 |
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| 摘 要： | 本文叙述了一个用序列非线性最小二乘解法求解约束最优化问题的方法,该方法采用的控制参数迭代公式具有二次收敛性及数值计算上的稳定性.非线性最小二乘问题的求解采用具有超线性收敛的修正 BFGS 方法.为验正方法的有效性,文末给出了有关数值计算的结果.
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| 关 键 词： | 约束优化问题 最小二乘法 补偿法 |
AN ALGORITHM FOR CONSTRAINED OPTIMIZATION USING LEAST SQUARES |
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| Xu Chengxian. AN ALGORITHM FOR CONSTRAINED OPTIMIZATION USING LEAST SQUARES[J]. Journal of Xi'an Jiaotong University, 1990, 24(2): 41-47 |
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| Authors: | Xu Chengxian |
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| Affiliation: | Department of Mathematics |
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| Abstract: | This paper presents a method of sequcntial nonlinear least squares for constrainedoptimization and suggests a new iterative formula of control parameter.The successivenonlinear least squares problems are solved by a modified BFCS method which is stillsuperlinearly convergent.The mcthod is quadratic convergent and numerically stable.Nu-merical results and comparisons are presented. |
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| Keywords: | constrained problem penalty method least square methods variable-metric method |
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