摘要
通过引入基于最小改变的对角修正策略,结合三阶拟牛顿方程,提出了基于Armijo线搜索的对角三阶拟柯西法.在适当的假设下,算法保证了修正矩阵的非奇异性,并证明了算法的线性收敛性.数值试验表明该算法是有效的.
Based on the tree-order quasi-Newton equation and least-change diagonal up- dating strategy, we propose a diagonM three-order quasi-Caucy method with the Armijo line search. Under suitable assumptions, the non-singularity of updated matrix is ensured. Then the linearly convergence is analyzed. Numerical experiments show that the new algorithm is more stable and more effective.
出处
《数学的实践与认识》
CSCD
北大核心
2013年第3期203-208,共6页
Mathematics in Practice and Theory
基金
山西省自然科学基金(2008011013)
关键词
三阶拟牛顿方程
最小改变策略
线性收敛性
tree-order quasi-Newton equation
least change strategy
linearly convergence
