| 引用本文： |
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罗雁,简金宝,韩道兰.无约束优化中新的Rosenbrock型算法[J].广西科学,2005,12(2):85-88. [点击复制]
- Luo Yan,Jian Jinbao,Han Daolan.A New Type of the Rosenbrock's Algorithm for Unconstrained Optimization[J].Guangxi Sciences,2005,12(2):85-88. [点击复制]
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| 摘要: |
| 在Rosenbrock原始算法的基础上,提出一种新的构造正交方向的方法,并由此产生一种新的Rosenbrock型算法,新算法具有全局收敛性.数值试验表明,新的Rosenbrock型算法切实可行,且就某些算法而言要优于原始的Rosenbrock算法. |
| 关键词: 无约束优化 Rosenbrock型算法 Gram-Schimidt正交化 |
| DOI： |
| 投稿时间：2004-08-30修订日期：2004-10-11 |
| 基金项目:国家自然科学基金(10261001)和广西科学基金(0236001,0249003)联合资助项目。 |
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| A New Type of the Rosenbrock's Algorithm for Unconstrained Optimization |
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Luo Yan1, Jian Jinbao2, Han Daolan2
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| (1.Dept. of Math. & Comp. Sci., Qinzhou Teachers' Coll., Qinzhou, Guangxi, 535000, China;2.Coll. of Math. & Info. Sci., Guangxi Univ., Nanning, Guangxi, 530004, China) |
| Abstract: |
| Based on the Rosenbrock's algorithm,we propose a new method of contructing orthogonal directions and producting a new type of the Rosenbrock's algorithm which has global covergence.Numerical comparision shows that the new algorithm is viable and more effective than the original one for some examples. |
| Key words: unconstrained optimization Rosenbrock's algorithm Gram-Schimidt orthogonalization |
