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广义拟牛顿算法对一般目标函数的收敛性
Global Convergence of the Generalized Quasi-Newton Algorithm for General Objective Functions
【摘要】 本文证明了求解无约束最优化的广义拟牛顿算法在Goldstein非精确线搜索下对一般目标函数的全局收敛性 ,并在一定条件下证明了算法的局部超线性收敛性 .
【Abstract】 In this paper,we develop the Generalized Quasi Newton methods for unconstrained optimization which was formed in paper,and we use inexact line searches (Goldstein rule).These methods are globally convergent when applied to a general objective function under the weak condition,and are locally super linearly convergent when applied to a uniformly convex function whoes Hessian matrix G(x) is Lipschitz continuous in the neighborhood of the optimal solution point.So we develop the results of paper and .
【关键词】 无约束最优化;
广义拟牛顿算法;
Goldstein非精确线搜索;
全局收敛和局部超线性收敛性;
【Key words】 Unconstrained optimization; Generalized Quasi Newton method; Goldetein rule; Global and superlinearly convergence;
【Key words】 Unconstrained optimization; Generalized Quasi Newton method; Goldetein rule; Global and superlinearly convergence;
【基金】 北京市教委科研基金资助项目 (99KJ10 )
- 【文献出处】 应用数学 ,Mathematica Applicata , 编辑部邮箱 ,2002年03期
- 【分类号】O242.23
- 【被引频次】10
- 【下载频次】144