摘要
本文提出一类广义Wolfe线搜索模型,并且把它与著名的BFGS方法相结合,对于所得到的算法证明了:对于凸函数算法具有全局收敛性和超线性收敛速度,这推广了参考文献[1]中的结果.
in this paper, we present a generalized Wolfe linesearch method, and applyit to the well-known BFGS algorithm, for which we obtain the global convergence andsuperlinear convergence, our results are extention of those in [1].
关键词
最佳化
WOLFE线搜索
变尺度算法
收敛性
广义
BFGS method, generalized Wolfe linesearch, global convergence, super-linear convergence.