| 書目名稱 | Optimization and Operations Research |
| 副標(biāo)題 | Proceedings of a Con |
| 編輯 | Werner Oettli,Klaus Ritter |
| 視頻video | http://file.papertrans.cn/704/703225/703225.mp4 |
| 叢書名稱 | Lecture Notes in Economics and Mathematical Systems |
| 圖書封面 |  |
| 描述 | The variable metric algorithm is widely recognised as one of the most efficient ways of solving the following problem:- Locate x* a local minimum point n ( 1) of f(x) x E R Considerable attention has been given to the study of the convergence prop- ties of this algorithm especially for the case where analytic expressions are avai- ble for the derivatives g. = af/ax. i 1 ??? n ? (2) ~ ~ In particular we shall mention the results of Wolfe (1969) and Powell (1972), (1975). Wolfe established general conditions under which a descent algorithm will converge to a stationary point and Powell showed that two particular very efficient algorithms that cannot be shown to satisfy ,olfe‘s conditions do in fact converge to the minimum of convex functions under certain conditions. These results will be st- ed more completely in Section 2. In most practical problems analytic expressions for the gradient vector g (Equ. 2) are not available and numerical derivatives are subject to truncation error. In Section 3 we shall consider the effects of these errors on Wolfe‘s convergent prop- ties and will discuss possible modifications of the algorithms to make them reliable in these circumstances. The effec |
| 出版日期 | Conference proceedings 1976 |
| 關(guān)鍵詞 | Oberwolfach; algorithms; evaluation; operations research; optimization |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-642-46329-7 |
| isbn_softcover | 978-3-540-07616-2 |
| isbn_ebook | 978-3-642-46329-7Series ISSN 0075-8442 Series E-ISSN 2196-9957 |
| issn_series | 0075-8442 |
| copyright | Springer-Verlag Berlin · Heidelberg 1976 |
|Archiver|手機(jī)版|小黑屋|
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