摘要:本文通过对无约束优化问题最优化条件的认识,深入分析求解无约束优化问题的牛顿法理论。根据牛顿法收敛定理满足的几个条件,给出两个收敛函数的例子,利用MATLAB软件对收敛函数进行具体的数值计算,以此来分别研究牛顿法收敛定理条件满足与条件削弱时的计算效果。从而让我们对牛顿法有一个更深层次的认识。
关键词:无约束优化; 牛顿法; 算法; 收敛
Abstract:This article utilizes depth analysis and solves the problem of Unconstrained optimization along with its theory by the understanding of it,s term. We will have more deep-seated aware of Newton method,According to Newton method convergence theorem to meet several conditions, gives two examples of convergent function, through the use of MATLAB software to carry out specific algorithm,discussing the consideration result in content or weakened requirement one by one.
Keywords:Unconstrained optimization , Newton method, algorithm, astringency