| 近似主轴方向法 |
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| 引用本文： | 颜世建.近似主轴方向法[J].南京师大学报,1992,15(4):24-30. |
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| 作者姓名： | 颜世建 |
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| 作者单位： | 南京师大数学系 |
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| 摘 要： | 本文利用有限差分逼近来计算共轭方向,利用Householder变换及Givens变换来计算近似主轴方向,给出了一个有效的直接无约束最优化方法,并计论了该方法的收敛性。
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| 关 键 词： | 最佳化 近似主轴方向 Givens变换 |
Approximation Principal Axis Direction Method |
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| Yan shijian.Approximation Principal Axis Direction Method[J].Journal of Nanjing Normal University(Natural Science Edition),1992,15(4):24-30. |
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| Authors: | Yan shijian |
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| Institution: | Department of Mathematics |
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| Abstract: | A new direct search algorithm for unconstrained mini mization problem in R~n is given in thepaper,it evaluates approximation principal axis using Householder transformation and Givenstransformation.Furthermore,the alsorithuis convergence is shown.The numerical results of the testfunction in the reference also show that the algorithun is move efficient than Powell's. |
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| Keywords: | Finite difference approximayion Conjugate divection Householder transformation Givens transformation Approximation principal axis direction |
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