无约束最优化计算方法中的Newton法与BFGS法的组合方法

Combination of Newton's Method and BFGS Method

本文提出了适合于求解目标函数的Hesse矩阵不正定或病态等实际问题的Newton法与BFGS法的组合方法,并证明了该方法具有二次收敛性和全局收敛性。

This paper presents a combined method of Newton's method and BFGS method. The method suits to solve practical problems where Hessen matrix of objective function is not positive definite or is ill conditioned.The quadratic convergence and the global convergence of the method are proved.