梯度加速法的进一步探讨
A Further Approach to Gradient Acceleration Method
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摘要: 在“解无约束最优化问题的梯度加速法”一文中提出了用曲线线性搜索来求解无约束优化问题的一类新算法,它企图用曲线来逐段逼近最优路径的一种方法,文章中给出了梯度加速法的基本做法和一种具体的计算方案,它所采用的曲线是由最速下降法得到的某些点列来确定的,与Goldfarb提出的构造曲线的方法是不同的。这样做既简便又符合所求函数的特性,故计算效果Abstract: In this paper a method is proposed, which is based on my previous work"Gradient Acceleration Method for Solving Unconstrained Optimization Problem".It hasnot only some advantages in original scheme. but also appears more effective in accele-rating its convergence near the optimal point.
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