Powell方法的Sargent改进算法的收敛性

THE CONVERGENCE OF THE SARGENT'S ALGORITHM TO IMPROVE ON THE POWELL'S METHOD

本文指出文[1]的目标函数下降量估计和共轭性度量估计对于Powell方法的Sargent改进算法依然成立,从而在一致凸函数的条件下,该算法也有局部线性收敛性。

In this paper, we show that the decreasing estimator and the conjugatcmetric estimator of the objcctive function in [1] still hold for the Sargent's improvement of the Powell's method. Then the improved method is also locallyconvergence on condition that the function is uniformly convex.