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非凸非精确线搜索时Broyden算法的收敛性(英文)

The convergence of Broyden algorithms without convexity and exact line search
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摘要 讨论在非凸非精确线搜索时,Broyden算法的的收敛性,证明当Broyden算法得到的点列收敛时,该点列一定趋向于稳定点。 In this paper we discuss the convergence of the Broyden algorithms without convexity and exact line search assumptions. We prove that if the algorithm produces a convergence point sequence, then the limit point of the sequence is a critical point of the objective function. Q-integral graphs.
出处 《运筹学学报》 CSCD 北大核心 2012年第3期100-108,共9页 Operations Research Transactions
基金 supported by the National Science Foundation of China(Nos.10771162,U1135003)
关键词 BROYDEN算法 收敛性 凸性 精确线搜索 Broyden algorithms, convergence, convexity, exact line search
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参考文献5

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