改进鲍威尔法更新寻优方向组条件的证明与补充
omplementarity and derivation of Powell criterion
鲍威尔法是最常用的优化方法之一。基于基本寻优方向组的线性独立性不退化等原则,提出了原更新寻优方向组判据(Powell条件)的推导过程,并补充了相关内容。原条件1指预测新方向最优点在当前系列最优点区域之外;原条件2指预测新方向目标函数值下降量较大;补充的条件是如更新方向组,其行列式的值大于某个定数。补充的条件可防止寻优方向组中方向的线性独立性退化。基于形象化教学的原理,设计了改进鲍威尔法程序流程图,其可读性好。
Powell method is one of the most useful optimization methods. Based on the no linearity degradation of basic direction group, the deriving process of updating direction group criterion is proposed. The complementarity is given. The first original condition guarantees the forecast optimum located the area of current series optimum. The second original condition guarantees the forecast downtrend of objective function. The complementarity condition guarantees the linearity of direction group with a bigger value of matrix quantity. Based on the principle of visualizing teaching, the flow chart of improved Powell method is designed. It has a good readability.
李春明
数学
优化方法鲍威尔法二次插值法线性退化补充鲍威尔条件形象化教学
optimization methodPowell methodquadratic interpolationlinearity degradationPowell condition complementarityvisualizing teaching
李春明.改进鲍威尔法更新寻优方向组条件的证明与补充[EB/OL].(2009-06-18)[2025-08-05].http://www.paper.edu.cn/releasepaper/content/200906-510.点此复制
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