无约束优化的一个全局收敛算法及其收敛速度

A Globally Convergent Algorithm and Its Convergent Rate for Unconstrained Optimization

对最速下降法与拟牛顿法的结合算法进行了改进 ,证明了改进算法的全局收敛性 ,而且给出了局部超线性收敛性 .初步的数值计算结果也表明了改进的算法比原算法有更好的收敛效果 .

An algorithm of combining quasi-Newton and steepest descent algorithm is improved and the proofs of the global convergence and the local super-linear convergent rate are given.Numerical results show that the improved algorithm is a better one.