期刊文献+

求解无约束问题的一类拟牛顿算法的超线性收敛性

下载PDF
导出
摘要 文章在韦增欣等提出的修改拟牛顿方程的基础上,提出了一类更为一般的修改拟牛顿方程,从面推广了已有的结论,同时给出了相应的修改BFGS算法,并将它与Armijo线搜索相结合,证明了在适当条件下该算法具有超线性收敛速度。
出处 《统计与决策》 CSSCI 北大核心 2008年第12期152-154,共3页 Statistics & Decision
基金 百色学院一般科研项目基金资助
  • 相关文献

参考文献6

  • 1R.Byrd and J.Nocedal. A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization[J]. SIAM Journal on Numerical Analysis,1989(26).
  • 2J.E.Dennes and J.J.More.A Characterization of a Superlinear Convergence and its Application to Quasi-Newton Methods [J]. Math. Comp,1974(28).
  • 3J.FLACHS.On the Convergence,Invariance,and Related Aspects of a Modification of Huang,s Algorthm [J], Journal of Optimization Theory and Applications,1982(37).
  • 4Wei Z,Yu G.Some Progress in Unconstrained Nonlinear Optimization[C]. Proceedings of the 2003, International Conference on Numerical Optimization and Numerical Linear Algebra(Yuan Yaxinag eds),Science Beijing/New York,2004.
  • 5Wei ZYu G, Yuan G and Lian G,The Superlinear ConVergence of a Modified BFGS Type Method for Unconstrained Optimization[J]. Computational Optimization and Applications,2004,(25).
  • 6韦增欣,谢品杰,顾能柱.修改Broyden非凸族在一般Wolfe搜索下的收敛性[J].系统科学与数学,2007,27(2):194-207. 被引量:5

二级参考文献13

  • 1柯小伍.Broyden非凸族的收敛性[J].北京师范大学学报(自然科学版),1995,31(1):6-10. 被引量:13
  • 2韩继业,刘光辉.无约束最优化线搜索一般模型及BFGS方法的整体收敛性[J].应用数学学报,1995,18(1):112-122. 被引量:20
  • 3袁亚湘 孙文渝.最优化理论和方法[M].科学技术出版社,1997..
  • 4Wei Z,Yu G.Some recent progress in unconstrained nonlinear optimization.in Proceedings of the 2003's International Conference on Numerical Optimization and Numerical Linear Algebra (Yuan Yaxiang eds.).Science Beijing/New York,2004,110-141.
  • 5王宜举,修乃华.非线性规划理论和算法.西安:陕西科学技术出版社,2004.
  • 6Wei Z,Yu G,Yuan G and Lian G.The superlinear convergence of a modified BFGS type method for Unconstrained Optimization.Computational Optimization and Applications,2004,25:315-332.
  • 7Wei Z,Xiao Y.Global and superlinear convergence of a new Broyden class of quasin-Newton methods.College of Mathematics and Information Sciences,Guangxi university,Nanning,Guangxi,P.R.China,2003.
  • 8Liu G,Han J and Xu Z.Global convergence of the variable metric algorithms with a generalized wolfe linesearch.Journal of Mathematical Research and Exposition,1995,44:99-508.
  • 9Byrd R and Nocedal J.A tool for the analysis of quasi-Newton methods with application to unconstrained minimization.SIAM Journal on Numerical Analysis,1989,26:727-739.
  • 10Byrd R,Nocedal J and Yuan Y.Global convergence of a class of quasi-Newton methods on convex problems.SIAM Journal on Numerical Analysis,1987,24:1171-1189.

共引文献4

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部