| 一种改进的Powell共轭方向算法 |
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| 引用本文： | 朱向阳,熊有伦. 一种改进的Powell共轭方向算法[J]. 控制与决策, 1996, 0(2) |
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| 作者姓名： | 朱向阳 熊有伦 |
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| 作者单位： | [1]东南大学机械工程系 [2]华中理工大学 |
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| 摘 要： | 对Ｐｏｗｅｌｌ共轭方向优化算法提出一种改进策略。在采用改进算法逐次产生搜索方向时，搜索方向组不会变得近似线性相关，使搜索过程不至于被限制到变量空间的某个仿射子空间上。仿真实例表明，改进算法对于非二次函数的优化比Ｐｏｗｅｌｌ原改进算法更为有效。
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| 关 键 词： | Powell方法 共轭方向 ε－线性无关 |
A Modification for Powell''''s Method |
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| Zhu Xiangyang, Xiong Youlun. A Modification for Powell''''s Method[J]. Control and Decision, 1996, 0(2) |
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| Authors: | Zhu Xiangyang Xiong Youlun |
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| Affiliation: | Zhu Xiangyang; Xiong Youlun(Southeast University) (Huazhong University of Science & Technology) |
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| Abstract: | A strategy for modifying the Powell's method is proposed in this paper. By the proposed modification, the search directions which are expected to be conjugate mutually are kept to be linearly independent,and hence the search at each iteration will not be constrained to an affine subspace. Numerical examples show that the proposed algorithm is much more efficient than the Powell's modified algorithm for optimization of non-quadratic functions. |
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