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引用次数: 0
摘要
最小化-最大化(MM)算法是一种迭代计算凹目标函数最大值的优化技术,而非寻根工具。在本文中,我们首次开发了 MM 算法,作为寻求单变量非线性方程根的一种新方法。其主要思想是通过设计一种新的 MM 算法,将寻根问题转移到迭代计算凹目标函数的最大值上。根据 MM 算法的上升特性,我们知道与牛顿方法相比,所提出的算法收敛于根,并且不依赖于任何初始值。我们提供了几个统计实例来演示所提出的算法。
The minorization–maximization (MM) algorithm is an optimization technique for iteratively calculating the maximizer of a concave target function rather than a root–finding tool. In this paper, we in the first time develop the MM algorithm as a new method for seeking the root of a univariate nonlinear equation . The key idea is to transfer the root–finding issue to iteratively calculate the maximizer of a concave target function by designing a new MM algorithm. According to the ascent property of the MM algorithm, we know that the proposed algorithm converges to the root and does not depend on any initial values, in contrast to Newton's method. Several statistical examples are provided to demonstrate the proposed algorithm.
期刊介绍:
Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance.
Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.