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带非精确线搜索广义Broyden族的收敛性质
CONVERGENCE PROPERTIES OF GENERALIZED BROYDEN’SFAMILY WITH INEXACT LINE SEARCHES
【摘要】 提出了一个新的函数,并给出此函数的性质.利用它们分析广义Broyden族.在较弱的条件下,对一致凸函数的无约束最优化问题,证明了带非精确线搜索的广义Broyden族的全局和超线性收敛性,而且在较弱的条件下,证明了Broyden族的全局和超线性收敛性.
【Abstract】 A new function is proposed. Some properties of this function are presental. Thebehavior of generalized Broyden’s family is analyzed by using these properties. Under mild conditions, it is proved the global and saperlinear convergence of generalized Broyden’s family withinexact line searches on uniformly convex function. Moreover, under weak conditions, theglobal and superlinear convergence of Broyden’s family is proved.
【关键词】 无约束最优化;
拟牛顿法;
广义Broyden族;
全局和超线性收敛性;
一致凸函数;
【Key words】 unconshained optimization, quasi-Newton method, generalized Broyden’s family; global and superlinear convergences; uniformly convex function;
【Key words】 unconshained optimization, quasi-Newton method, generalized Broyden’s family; global and superlinear convergences; uniformly convex function;
【基金】 国家自然科学基金
- 【文献出处】 北京师范大学学报(自然科学版) ,JOURNAL OF BEIJING NORMAL UNIVERSITY(NATURAL SCIENCE) , 编辑部邮箱 ,1999年01期
- 【分类号】O174.1
- 【被引频次】3
- 【下载频次】61