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引用次数: 0
摘要
. 分数阶微积分是研究将函数的导数和积分推广到非整数阶的几种可能性的数学分支。最近的文献研究证实了分数阶微积分对于最小化问题的重要性。然而,分数阶微积分内点法求解优化问题的研究还处于起步阶段。在此研究中,受到分数阶微积分在许多领域应用的启发,通过在Karush-Kuhn-Tucker的一阶最优性条件下,将一些整数导数替换为相应的分数阶导数来求解1 < p < 2的多项式回归模型,提出了所谓的分数阶对数障碍内点算法。最后,通过数值实验对该算法进行了验证。
FRACTIONAL ORDER LOG BARRIER INTERIOR POINT ALGORITHM FOR POLYNOMIAL REGRESSION IN THE ℓ p -NORM
. Fractional calculus is the branch of mathematics that studies the several possibilities of gen-eralizing the derivative and integral of a function to noninteger order. Recent studies found in literature have confirmed the importance of fractional calculus for minimization problems. However, the study of fractional calculus in interior point methods for solving optimization problems is still new. In this study, inspired in applications of fractional calculus in many fields, was developed the so-called fractional order log barrier interior point algorithm by replacing some integer derivatives for the corresponding fractional ones on the first order optimality conditions of Karush-Kuhn-Tucker to solve polynomial regression models in the ℓ p − norm for 1 < p < 2. Finally, numerical experiments are performed to illustrate the proposed algorithm.
Pesquisa OperacionalDecision Sciences-Management Science and Operations Research
CiteScore
1.60
自引率
0.00%
发文量
19
审稿时长
8 weeks
期刊介绍:
Pesquisa Operacional is published each semester by the Sociedade Brasileira de Pesquisa Operacional - SOBRAPO, performing one volume per year, and is distributed free of charge to its associates. The abbreviated title of the journal is Pesq. Oper., which should be used in bibliographies, footnotes and bibliographical references and strips.