无约束最优化问题的扰动梯度算法

Perturbed gradient algorithm of unconstrained optimization problem

给出了一种扰动梯度算法 .证明了在一定条件下 ,算法产生的序列全局收敛到最优化问题的稳定点 。

A new perturbed gradient algorithm is given.It is proved that the sequences produced by the algorithm convergent globally to the stationary points of the optimization problem at certain conditions.This algorithm is good at big scale optimization problem.