摘要
基于求解约束优化问题中的扰动思想和求解无约束优化问题]中的BFGS型方法,本文提出了一种新的扰动BFGS方法并证明了其在Wolfe搜索下求解非凸优化问题具有全局收敛性.数值结果表明该方法比较有效.
Based on the idea of constrained optimization and the BFGS method in unconstrained optimization,this paper presents a new perturbed BFGS method for the unconstrained optimization.We prove that the proposed method has global convergence for nonconvex optimization problems.Numerical results show that this method is efficient.
作者
陈飞
Chen Fei(Department of Mathematics and Statistics,Changsha University of Science and Technology,Changsha 410004,China)
出处
《数学理论与应用》
2018年第3期93-100,共8页
Mathematical Theory and Applications
关键词
扰动
BFGS方法
全局收敛
Perturbation
BFGS method
Global convergence
