计算机工程与应用2013,Vol.49Issue(3):53-56,4.DOI:10.3778/j.issn.1002-8331.1110-0085
高效的线搜索寻优方法
Efficient optimization method for line search
摘要
Abstract
In the engineering fields of computer optimization, multi-function of optimization is needed to apply. Line search is the key technology to solve the optimal step on which the search direction is known in multi variables function optimization. Aiming at proposing an efficient line search method, line search is researched in detail, and a new line search optimization method is proposed which is Cantor-Like method. The main method is that the limitation that two test points must be kept in Fibonacci method is removed. The search range is divided into three same ranges. Two ranges are decided to be remored according to the derivative of test points. Proved by theory and experience, the proposed method is more efficient than the two methods mentioned above, achieving higher converging rate. One of the most important conclusions is that the converging rate of Cantor-Like is high-order infinitesimal of the two methods. On the occasion of requiring high accuracy, the proposed method can be more advantageous. Furthermore, this method is very adaptive, not only for convex function, but also for concave function.关键词
寻优方法/类康托法/0.618法/斐波那契法/线搜索Key words
optimization method/ Cantor-Like method/ 0.618 method/ Fibonacci method/ line search分类
信息技术与安全科学引用本文复制引用
李炯城,肖恒辉,李桂愉..高效的线搜索寻优方法[J].计算机工程与应用,2013,49(3):53-56,4.基金项目
广东省教育部产学研结合项目资助 ()
广州市软件(动漫)产业发展资金项目资助. (动漫)