›› 2019, Vol. 4 ›› Issue (6): 1-4.

    Next Articles

TheApplicationofQuasi-NewtonMethodinSolvingtheUnconstrainedMultidimensional FunctionExtremum

  

  1. (SontanCollege,GuangzhouUniversity,Guangzhou511370,China)
  • Received:2019-01-29 Online:2019-06-15 Published:2019-06-15

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: