| 一种基于四阶Taylor展开的多目标改进的拟牛顿算法研究 |
| |
| 引用本文： | 王菲菲,徐尔,赵金玲.一种基于四阶Taylor展开的多目标改进的拟牛顿算法研究[J].井冈山大学学报（自然科学版）,2016(1):26-28. |
| |
| 作者姓名： | 王菲菲 徐尔 赵金玲 |
| |
| 作者单位： | 北京科技大学数理学院, 北京 100083,北京科技大学数理学院, 北京 100083,北京科技大学数理学院, 北京 100083 |
| |
| 基金项目： | 国家自然科学基金青年基金项目(11101028);北京高校青年英才计划项目(YETP0385) |
| |
| 摘 要： | 借助于目标函数的四阶Taylor展开导出新的拟牛顿方程,并将其应用到多目标优化问题中,给出了一种多目标优化改进的拟牛顿算法(称为M-TBFGS算法),同时在一定的假设条件下,结合Wolfe搜索准则,证明了本文算法的收敛性,并进行了数值试验,结果表明,本文的M-TBFGS算法是正确和有效的。
|
| 关 键 词： | 多目标优化 四阶Taylor展开 M-TBFGS方法 Wolfe线搜索 Pareto最优解 |
| 收稿时间： | 2015/10/6 0:00:00 |
| 修稿时间： | 2015/12/20 0:00:00 |
NEW QUASI-NEWTON'S METHOD BASED ON FOUR-ORDER TAYLOR SERIES EXPANSION FOR MULTIOBJECTIVE OPTIMIZATION |
| |
| WANG Fei-fei,XU Er and ZHAO Jin-ling.NEW QUASI-NEWTON'S METHOD BASED ON FOUR-ORDER TAYLOR SERIES EXPANSION FOR MULTIOBJECTIVE OPTIMIZATION[J].Journal of Jinggangshan University(Natural Sciences Edition),2016(1):26-28. |
| |
| Authors: | WANG Fei-fei XU Er and ZHAO Jin-ling |
| |
| Institution: | School of Mathematics and Physics, University of Science &Technology Beijing, Beijing 100083, China,School of Mathematics and Physics, University of Science &Technology Beijing, Beijing 100083, China and School of Mathematics and Physics, University of Science &Technology Beijing, Beijing 100083, China |
| |
| Abstract: | The new quasi-Newton's equation is applied to multiobjective optimization, which is derived by using the four-order Taylor series expansion. The improved method for multiobjective optimization without constraints is presented, which is called M-TBFGS algorithm. Furthermore, its global convergence is proved. Under the Wolfe line search, numerical results also show that the proposed method is correct and efficient. |
| |
| Keywords: | multiobjective optimization four-order Taylor series expansion M-TBFGS method Wolfe line search Pareto optimal |
| 本文献已被 CNKI 等数据库收录！ |
| 点击此处可从《井冈山大学学报（自然科学版）》浏览原始摘要信息 |
| 点击此处可从《井冈山大学学报（自然科学版）》下载免费的PDF全文 |
