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山东大学学报(工学版) ›› 2018, Vol. 48 ›› Issue (1): 36-41.doi: 10.6040/j.issn.1672-3961.0.2016.408

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基于BFGS公式的改进截断拟牛顿法在随机用户均衡问题上的应用

刘建美,马帅奇*   

  1. 济宁学院数学系, 山东 济宁 273155
  • 收稿日期:2016-11-07 出版日期:2018-02-20 发布日期:2016-11-07
  • 通讯作者: 马帅奇(1983— ),男,山东济宁人,讲师,硕士,主要研究方向为交通出行优化. E-mail:mashuaiqi1983@163.com E-mail:liujianmei1982@163.com
  • 作者简介:刘建美(1982— ),女,山东潍坊人,副教授,博士,主要研究方向为交通出行优化. E-mail:liujianmei1982@163.com
  • 基金资助:
    国家自然科学基金资助项目(71401061)

A modified truncated quasi-Newton method based on BFGS formula for the stochastic user equilibrium problem

LIU Jianmei, MA Shuaiqi*   

  1. Department of Mathematics, Jining University, Jining 273155, Shandong, China
  • Received:2016-11-07 Online:2018-02-20 Published:2016-11-07

摘要: 根据随机用户均衡问题的特点构造一种基于BFGS校正公式和Armijo线搜索的截断拟牛顿法。介绍截断拟牛顿方程的构造过程及其算法的具体步骤;针对随机用户均衡模型的特点给出算法的收敛性和两个需注意的问题,并将此算法应用于一个路网。数值算例分析表明:所构造算法在迭代次数和误差方面均优于截断牛顿法,改进截断拟牛顿法可以避免二阶Hessian矩阵的计算,还可以用于某些Hessian矩阵不正定问题的求解。

关键词: Armijo准则, 截断拟牛顿法, BFGS公式, 随机用户均衡, 条件数

Abstract: According to the characteristics of stochastic user equilibrium problems, a modified truncated quasi-Newton(MTQN)method was constructed based on the BFGS correction formula and Armijo line search. The construction process of truncated quasi-Newton equation and the concrete steps of the MTQN algorithm were introduced. The convergence and two issues were presented for the characteristics of stochastic user equilibrium model. One numerical example was solved by the MTQN algorithm, and the results were compared with the modified truncated Newton(MTN)method, which showed that the MTQN was superior to the MTN in both iteration number and absolute error. The modified truncated quasi-Newton method could avoid the computation of the Hessian matrix and could be also applied to solve some special problems when the Hessian matrix was not positive definite.

Key words: BFGS formula, truncated quasi-Newton method, Armijo condition, condition number, stochastic user equilibrium

中图分类号: 

  • U491
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