【摘 要】
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本文考虑不用导数信息求解无约束优化问题的方法.对于求解无约束优化问题的带有离散步的标准Hooke-Jeeves方法,目标函数值有可能在其加速步中增大.本文修正了标准HJMDS的加速
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本文考虑不用导数信息求解无约束优化问题的方法.对于求解无约束优化问题的带有离散步的标准Hooke-Jeeves方法,目标函数值有可能在其加速步中增大.本文修正了标准HJMDS的加速步,保证了目标函数值在修正的带离散步Hooke-Jeeves方法的加速步中不增.然后,采用修正的带离散步Hooke-Jeeves方法设计了一个新算法.数值试验结果表明,修正的带离散步Hooke-Jeeves方法与带离散步的标准Hooke-Jeeves方法相比,其函数值计算次数明显减少,因而本文给出的修正的带离散步Hooke-Jeeves方法比带离散步的标准Hooke-Jeeves方法更为有效.
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