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无约束最优化的一个算法
引用本文:吴炳荣.无约束最优化的一个算法[J].测绘学院学报,1996(3).
作者姓名:吴炳荣
摘    要:无约束最优化是最优化的重要组成部分,一方面它可以用来直接解一些实际问题,另一方面它又是解决其它一些数学问题的工具。本文给出求解无约束最优化的一个算法,该算法简便,且具有二次终结性。证明了算法的全局收敛性,数值结果表明有较快的收敛速度。

关 键 词:无约束最优化,线性流形,二次终结性,收敛

An Algorithm for Unconstrained Optimization
Wu Bingrong.An Algorithm for Unconstrained Optimization[J].Journal of Institute of Surveying and Mapping,1996(3).
Authors:Wu Bingrong
Institution:Wu Bingrong
Abstract:The unconstrained optimization is an important part ot optimiztion. It can not only directly solve some actual problems, but is also tool for solving other methematical problems as well. In this paper. an algorithm for unconstrained optimization is given. Its constraction is smiple and it has finite convergence for quadratic functions. In addition its convergence is proved here. and it is shown that the convergence is also fast through numerical tests.
Keywords:Unconstrained optimization  Linear manifold  Finite convergence for quadratic functions  Convergence
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