差商BFGS方法的收敛速率

On the of C onvergence of the Difference Quotient BFGS Method

本文讨论差商BFGS方法的收敛速率,证明了当差商步长满足某个条件时,由差商BFGS方法产生的点列具有比多步二次收敛略强一些的收敛速率。

The paper discussed the rate of convergence of the difference quotient BFGS method, and proved: The point series which was made by the difference quotient BFGS method has the little stronger rate of covergence than the rate of the multistep quadrate convergence.