求解一类非线性优化问题的新算法

来源 :系统工程理论与实践 | 被引量 : 0次 | 上传用户：makeitreal

【摘要】

：

给出了无约束问题的一种新方法--平面上的黄金分割法,这是一种直接解法,该方法是一维搜索中的0.618法在平面上的推广,无需计算函数的导数,仅需计算函数值既可.此外,本法克服

【作者】

：

宋巨龙钱富才

【机构】

：

西安石油大学理学院,西安理工大学自动化与信息工程学院

【出处】

：

系统工程理论与实践

【发表日期】

：

2004年期

【关键词】

：

黄金分割算法 0.618 约束问题最优化

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给出了无约束问题的一种新方法--平面上的黄金分割法,这是一种直接解法,该方法是一维搜索中的0.618法在平面上的推广,无需计算函数的导数,仅需计算函数值既可.此外,本法克服了以往直接解法所共有的要求大量计算机内存的缺点,所采用的迭代方法每次只需要处理一个矩形的数字信息,因而仅需占用极少的计算机内存,并且并不因此而降低计算效率,其计算速度可与需要计算导数的共轭梯度法相比.

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求解一类非线性优化问题的新算法

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