不等式约束部分误差含变量模型的积极约束法An active set method for inequality-constrained partial errors-in-variables model
谢建;姚学恒;周璀;
摘要(Abstract):
针对不等式约束PEIV模型的参数估计问题,在整体最小二乘准则下,将其转化为约束非线性最优化问题,并提出积极约束法求解。由于积极约束法需要重复求解等式约束PEIV模型,首先利用Lagrange乘子法推导了等式约束PEIV模型的迭代算法;然后提出了积极约束法解不等式约束PEIV模型的算法,包括初值的选取、搜索方向和步长因子的确定方法;最后给出两个数值模拟算例和不等式约束平面拟合实例。结果表明,该文提出的积极约束法具有良好的计算效率和广泛的适用性。
关键词(KeyWords): 部分EIV模型;不等式约束;整体最小二乘;积极约束法;平面拟合
基金项目(Foundation): 国家自然科学基金项目(41704007,41604012)
作者(Authors): 谢建;姚学恒;周璀;
DOI: 10.16251/j.cnki.1009-2307.2020.09.006
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