摘要
In this paper,a new modified BFGS method without line searches is proposed.Unlike traditionalBFGS method,this modified BFGS method is proposed based on the so-called fixed steplengthstrategy introduced by Sun and Zhang.Under some suitable assumptions,the global convergence andthe superlinear convergence of the new algorithm are established,respectively.And some preliminarynumerical experiments,which shows that the new Algorithm is feasible,is also reported.
In this paper, a new modified BFGS method without line searches is proposed. Unlike traditional BFGS method, this modified BFGS method is proposed based on the so-called fixed steplength strategy introduced by Sun and Zhang. Under some suitable assumptions, the global convergence and the superlinear convergence of the new algorithm are established, respectively. And some preliminary numerical experiments, which shows that the new Algorithm is feasible, is also reported.
基金
supported by the Foundation of National Natural Science Foundation of China under Grant No. 10871226
the Natural Science Foundation of Shandong Province under Grant No. ZR2009AL006
the Development Project Foundation for Science Research of Shandong Education Department under Grant No. J09LA05
the Science Project Foundation of Liaocheng University under Grant No. X0810027
关键词
BFGS方法
全局收敛性
线搜索
无约束
修改
系统
优化
超线性收敛
BFGS method, complexity systems, global convergence, superlinear convergence, unconstrained optimization.
