Convergence criteria of optimization algorithm
  Revised:November 20, 2002
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DOI:10.7511/jslx20045103
KeyWord:optimization,convergence criteria,reliability
Shi Wenpu~1  Liu Yingxi~2  Guo Shuhong~3
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Abstract:
      Convergence criterion is an important component in algorithms for optimization, the good or bad choice of the convergence criteria will directly affect the success or failure of algorithms for optimization as well as the rapid or slow convergence characteristic of them. The existing general used convergence criteria are almost established on the basis of the approaching degree between the front and the back iteration points and their relative functional values as well as the approaching degree of the gradient of the iteration point to zero. They have their own scopes of application. But their common characteristic is fail to make judgement for the nature of iteration stopping point. However the extreme purpose of algorithms for optimization is to get extreme point instead of standing point. Therefore this paper puts forward new convergence criteria with the aid of the positive definite matrix, half-division method and the 0.618 method which are used in one-dimension optimization on the basis of the summarization and analysis of the existing general used convergence criteria for optimization. Finally the results of given examples show that these new convergence criteria is effective and applicabe.