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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:105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.

    1. Abstract . . . . . . . . . . . . 1 2. Introduction . . . . . . . . . . 1 3. Geometric view of ϕp . . . . . . 3 4. Geometric view of ψp . . . . . . 8 5. Geometric analysis of merit function in descent algorithms . . . 22 6. Conclusion . . . . . . . . . . . 26 7. Reference . . . . . . . . . . . . 37

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