首页   按字顺浏览 期刊浏览 卷期浏览 Asymmetric minimization with a convex fourth degree approximation
Asymmetric minimization with a convex fourth degree approximation

 

作者: J.VAN REMORTEL,   D. J. WILDE,  

 

期刊: International Journal of Systems Science  (Taylor Available online 1976)
卷期: Volume 7, issue 1  

页码: 39-64

 

ISSN:0020-7721

 

年代: 1976

 

DOI:10.1080/00207727608941899

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

The Newton-Raphson method is a basic technique in unconstrained minimization which exactly minimizes a quadratic, symmetric approximation to an objective function. Functions with some degree of asymmetry can be optimized more efficiently by exact minimization of asymmetric approximations. In this paper, a special separable convex asymmetric fourth degree function is proposed whose minimum can Vie found in a finite number of steps, despite the high degree of the approximation. The method may be regarded as a. quasi-Newton method with a few operations added to measure and correct for asymmetry.

 

点击下载:  PDF (724KB)



返 回