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带扰动项的梯度法与混合投影法的收敛性分析

Convergence Analysis of Perturbed Gradient Methods and Hybrid Projection Methods
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摘要 对无约束最优化问题提出了带扰动项的梯度法与混合投影法.我们在很一般的条件下,证明了由算法产生的迭代点列{x_k}满足:要么f(x_k)→-∞,要么f(x_k)收敛于有限值且▽f(x_k)→0.当f(x)是伪凸函数时,由带扰动项的混合投影算法产生的迭代点列{x_k}将收敛于问题的一个最优解以及其他一些精细的收敛性质. For unconstrained optimization problem, we present perturbed gradient methods and hybrid projection methods. Under general conditions, we show that either f(xk)→-∞ or f(xk) converges to a finite value and △↓f(xk) →-∞ 0. If f(-) is quasi-convex, the perturbed projection methods force the sequence of iterates to a solution of the problem and some extended convergence results can be obtained.
出处 《数学学报(中文版)》 SCIE CSCD 北大核心 2009年第2期361-370,共10页 Acta Mathematica Sinica:Chinese Series
基金 国家自然科学基金资助项目(10571106 10771228 10701047 10826031)
关键词 梯度方法 混合投影方法 扰动项 收敛性 gradient method hybrid projection method perturbation convergence
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参考文献22

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