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修改Broyden非凸族在一般Wolfe搜索下的收敛性 被引量：5

CONVERGENCE PROPERTIES OF THE PRECONVEX PART OF MODIFIED BROYDEN'S FAMILY WITH A GENERALIZED WOLFE LINESEARCHES
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摘要 近来,韦等提出了一类新的拟牛顿方程Bk＋1Sk=yk^＊=yk＋AkSk,Ak为一矩阵,并在此基础上给出了两种类型的修改Broyden族（MBC）．作者利用一般Wolfe搜索技术,与修改Broyden族相结合,证明了在适当的条件下修改Broyden非凸族具有全局收敛性和超线性收敛速度． Recently,Wei and other authors proposed a class of new quasi-Newton equa- tions B_（k＋1）s_k=y_l~＊=y_k＋A_ks_k,where A_k is some matrix,and based on these,they gave two kinds of modified Broyden＇s familes（MBC）.In this paper,generalized Wolfe linesearches proce- dures are used,which are combined with the modified Broyden＇s family.Under some suitable conditions,we prove the global and superlinear convergence property of the preconvex part of the modified Broyden＇s family.
作者 韦增欣 谢品杰 顾能柱
机构地区 广西大学数学与信息科学学院
出处 《系统科学与数学》 CSCD 北大核心 2007年第2期194-207,共14页 Journal of Systems Science and Mathematical Sciences
基金 国家自然科学基金(10161002) 广西自然科学基金(0135004)资助项目.
关键词 Broyden非凸族 无约束最优化 全局收敛性 超线性收敛性. Preconvex part of Broyden＇s family, unconstrained optimization, globalconvergence, superlinear convergence.
分类号 O224 [理学—运筹学与控制论]
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参考文献13

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共引文献47

同被引文献13

  • 1Li D H,Fukushima M. A Modified BFGS Method and Its Global Convergence in Nonconvex Minimization [J]. J Comput App Math ,2001,129: 15-35.
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系统科学与数学
2007年 第2期

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