一种改进的混合牛顿算法

An Improved Newton-type hybrid method

目的研究非凸函数的无约束最优化问题的算法。方法提出求解该问题的一种混合牛顿算法。结果新算法能有效弥补牛顿算法要求目标函数"凸"的局限性,从而推广了牛顿算法的适用范围,在一定条件下新算法仍具有全局收敛性和二次收敛性。结论新的算法是有效可行的。

Aim To study unconstrained optimization problems that possess nonconvex objective function. Methods A Newton-type hybrid method is given. Results The new method not only can make up the defect of Newton method that requires convex objective function but also possesses global convergence and locally quadratic convergence property under some conditions. Conclusion The new method is scientific and reasonable.