MULTISTAGE UPDATING METHOD OF QUASI-NEWTON METHOD

摘要

PROBLEM TO BE SOLVED: To realize superior convergence without using large quantity of storage capacitance by holding correction vectors, etc., of respective spots as location information of a past location spot and calculating latest location direction only by means of calculating the products of the vectors. ;SOLUTION: In the optimum problem of an objective function being differentiation possible without a restriction, consisting of multiple parameters, the correction vectors, etc., at the respective spots are held as proper location information in the past s-location spot as the s-stage updating method of a quasi-newton method so that the latest location direction is calculated only by calculating the product of the vectors without calculating the product of a matrix and the vector. Thus, the parameter (s) becomes setting possible by a user with the consideration of storage capacitance which is usage possible in a system and superior convergence is realized without using the large quantity of storage capacitance.;COPYRIGHT: (C)1997,JPO