解决非线性优化问题的修正戴维顿-弗莱彻-鲍威尔方法

Q4 Earth and Planetary Sciences
Ali Joma'a Al-Issa, Basim A. Hassan, I. Moghrabi, Ibrahim M. Sulaiman
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引用次数: 0

摘要

准牛顿更新公式之一,即 Davidon-Fletcher-Powell 方法,对于解决非线性编程优化问题至关重要。为了达到类似牛顿的条件,即在每次迭代时都取决于函数值和梯度向量,我们在本研究中构建了另一种正有限赫塞斯近似方法。建立了研究算法收敛性的基本定理。然后在著名的测试问题上测试了所提出的方法,并与标准 DFP 方法进行了比较。数值结果证明了新开发方法的有效性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A Modified Davidon-Fletcher-Powell Method for Solving Nonlinear Optimization Problems
     One of the quasi-Newton update formulae, namely the Davidon-Fletcher-Powell method, is crucial for resolving nonlinear programming optimization problems. In order to achieve a Newton-like condition that depends on the function values and gradient vectors at each iteration, we construct an alternative positive-definite Hessian approximation in this study. The essential theorems are established to study algorithm convergence. The proposed approach is then tested on well-known test problems and then compared to the standard DFP method. The numerical outcomes demonstrate the effectiveness of the newly developed method.
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来源期刊
Iraqi Journal of Science
Iraqi Journal of Science Chemistry-Chemistry (all)
CiteScore
1.50
自引率
0.00%
发文量
241
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