| 使用最佳差商的变尺度法 |
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| 引用本文： | 李靖华,刘忠明.使用最佳差商的变尺度法[J].重庆大学学报(自然科学版),1988,11(4). |
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| 作者姓名： | 李靖华 刘忠明 |
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| 作者单位： | 重庆大学
(李靖华)，郑州机械研究所(刘忠明) |
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| 摘 要： | 本文根据差商的截断误差和舍入误差的关系,建立了能使差商的综合误差最小的差商步长的计算公式;将这种确定步长的方法用于无约束变尺度法、罚函数调用变尺度法和约束变尺度法,相应得到三种使用最佳差商的优化算法。经过数学考题和机械设计课题的验证,说明新的算法在计算效率和稳定性等方面都比一般算法有明显的优点。
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| 关 键 词： | 优化 差商代导数 变尺度法 |
VARIABLE METRIC METHODS WITH OPTIMUM DIFFERENCE APPROXIMATIONS OF DERIVATIVES |
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| Li Jinghua Liu Zhongming.VARIABLE METRIC METHODS WITH OPTIMUM DIFFERENCE APPROXIMATIONS OF DERIVATIVES[J].Journal of Chongqing University(Natural Science Edition),1988,11(4). |
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| Authors: | Li Jinghua Liu Zhongming |
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| Institution: | Li Jinghua Liu Zhongming |
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| Abstract: | On the basis of the relation between truncation and rounding errors of difference approximation, the interval formula which can minimize the total error is founded. The method choosing optimum interval is applied to unconstrained VMM(Variable Metric Method), SUMT-DFP, and constrained VMM. Three optimization methods with optimum difference approximations are presented. These methods are very efficient, especially when dealing with complex problem functions. |
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| Keywords: | Optimization Difference approximation of derivative Variable metric method |
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