The q-Gradient Vector for Unconstrained Continuous Optimization Problems

被引:15
|
作者
Soterroni, Aline Cristina
Galski, Roberto Luiz
Ramos, Fernando Manuel
机构
关键词
D O I
10.1007/978-3-642-20009-0_58
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In the beginning of nineteenth century, Frank Hilton Jackson generalized the concepts of derivative in the q -calculus context and created the q -derivative, widely known as Jackson's derivative. In the q-derivative, the independent variable is multiplied by a parameter q and in the limit, q -> 1, the q -derivative is reduced to the classical derivative. In this work we make use of the first-order partial q -derivatives of a function of n variables to define here the q -gradient vector and take the negative direction as a new search direction for optimization methods. Therefore, we present a q -version of the classical steepest descent method called the q -steepest descent method, that is reduced to the classical version whenever the parameter q is equal to 1. We applied the classical steepest descent method and the q -steepest descent method to an unimodal and a multimodal test function. The results show the great performance of the q -steepest descent method, and for the multimodal function it was able to escape from many local minima and reach the global minimum.
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页码:365 / 370
页数:6
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