变尺度算法的研究

Wei Wei, Mingwei Hui, Beibei Zhang, R. Scherer, Fan Gao, Robertas Damaševičius
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引用次数: 0

摘要

本文主要研究变尺度算法中不同函数类型的不同迭代矩阵H(k+1)的计算特点。在对多项式函数、非多项式函数进行计算分析,并对这两种函数选择不同的初始点后,研究发现,对于简单的多项式函数、指数函数,甚至与两者结合的复杂函数,选择任意变尺度矩阵算法都可以快速计算出结果,并且基本不受初始点选择的影响。在求解多项式函数中的“香蕉函数”过程中,DFP算法在迭代次数和计算时间上都是最优的。虽然BFGS算法具有较好的数值稳定性,但对于“香蕉函数”来说,它的计算时间相对较长,并且迭代次数较多。在研究对数函数时,本文发现“香蕉函数”的性能并不好,而BFGS(2)算法的计算性能是最好的。最后,本文选取了两个函数不同的初始点,发现DFP算法的数值下降确实是不稳定的,而BFGS算法比它更稳定,尤其是BFGS(3)算法变化最小。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Research on variable scale algorithm
This paper is mainly to study the calculation characteristics of different iterative matrices H(k+1) for different function types in the variable scale algorithm. After calculating and analyzing the polynomial function, non-polynomial function, and selecting different initial points for these two functions, research found that for simple polynomial functions, exponential functions, and even complex functions combined with the two Choosing any variable-scale matrix algorithm can quickly calculate the result, and it is basically not affected by the initial point selection. In the process of solving the “banana function” in the polynomial function, the DFP algorithm is optimal in terms of the number of iterations and the calculation time. Although the BFGS algorithm has better numerical stability, it is better for the “banana function” The calculation time is relatively long, and there are many iterations. When studying the logarithmic function, this article found that the performance of the “banana function” is not good, but the calculation performance of the BFGS(2) algorithm is the best. Finally, this article selected different initial points for the two functions and found that the numerical decline of the DFP algorithm is indeed unstable, while the BFGS algorithm is more stable than it, especially the BFGS(3) algorithm, which has the smallest change.
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