研究生: |
蔡懷潁 Huai-Yin Tsai |
---|---|
論文名稱: |
廣義FB函數與其merit函數的幾何觀點 Geometric view of generalized Fischer-Burmeister function and its induced merit function |
指導教授: |
陳界山
Chen, Jein-Shan |
學位類別: |
碩士 Master |
系所名稱: |
數學系 Department of Mathematics |
論文出版年: | 2011 |
畢業學年度: | 99 |
語文別: | 英文 |
論文頁數: | 39 |
中文關鍵詞: | 曲線 、曲面 、等高線 、NCP函數 、merit函數 |
英文關鍵詞: | Curvature, surface, level curve, NCP-function, merit function |
論文種類: | 學術論文 |
相關次數: | 點閱:171 下載:4 |
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在這篇論文,我們主要研究廣義FB函數與其merit函數的一些幾何性質.非線性互補問題可以化成等價的約束最小化問題.
利用曲線與曲面的觀點,我們能得到直觀的想法來分析descent演算法的收斂行為.
幾何觀點更進一步指出在merit函數的方法下如何設定參數以改良演算法.
In this paper, we study some geometric properties of generalized Fischer-Burmeister function, ϕp(a, b) = ∥(a, b)∥p − (a + b) where p ∈ (1,+∞), and the merit function ψp(a, b) induced from ϕp(a, b). It is well known that the nonlinear complemen-tarity problem (NCP) can be reformulated as an equivalent unconstrained minimization
by means of merit functions involving NCP-functions. From the geometric view of curve and surface, we have more intuitive ideas about convergent behaviors of the descent algo-rithms that we use. Furthermore, geometric view indicates how to improve the algorithm to achieve our goal by setting proper value of the parameter in merit function approach.
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