求解非凸函数极小的非单调线性搜索的修正Broyden算法

Modified Brotedn Methods with Nonmonotone Linesearch for Solving Nonconvex Minimization

提出了一类求解非凸函数极小的修正Broyden算法,并在较弱条件下,即假设目标函数二阶连续可微,其梯度满足Lipschitz条件,采用非单调Wolfe线性搜索确定步长,证明了所提出的修正Broyden算法的全局收敛性。

In this paper,a class of modified Broyden methods with nonmonotone Wolfe linesearch was presented.If the objective function is twice continuously differentiable,the global convergence of the modified Broyden methods is demonstrated with nonmonotone Wolfe linesearch.