›› 2019, Vol. 4 ›› Issue (6): 1-4.
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Abstract: Duetotheadvantagesofthequadraticconvergencerateandfastconvergencespeed,theBasicNewtonandModified Newtonmethodsareoftenusedtosolvetheoptimizationproblemsaccurately;however,thedisadvantagesarealsodemonstrable.Asit issimilartotheinversematrixreplacingHessianMatrixwithHesseMatrix,theQuasi-Newtonmethodproposedinthispaperis adopted to reduce the computational complexity; in the mean time, an objective function can be established by the changes in measuringthegradientineachiterationtoensurethesuperlinearconvergences,whichcontributestofreedomfromtheendlessloop. Afteralgorithmstepsarecomprehensivelyanalyzed,theclassicaltestfunctionisusedtotesttheapproximationeffectofQuasi-Newton methodinsolvingtheextremumofunconstrainedmultidimensionalfunction.
Key words: NewtonIterationmethod, multidimensionalfunctionextremum, ModifiedNewtonmethod, Quasi-Newtonmethod
CLC Number:
O175.2
CaoBangxing. TheApplicationofQuasi-NewtonMethodinSolvingtheUnconstrainedMultidimensional FunctionExtremum [J]. , 2019, 4(6): 1-4.
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URL: http://journal15.magtechjournal.com/Jwk_dlxyzk/EN/
http://journal15.magtechjournal.com/Jwk_dlxyzk/EN/Y2019/V4/I6/1