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基于BDF的无约束优化方法的收敛性分析 被引量:3

CONVERGENCE ANALYSIS OF METHODS BASED ON BDF FOR UNCONSTRAINED OPTIMIZATION
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摘要 In this paper, we provide a counter example for a successful method, i.e. IMP-BOT method [6], based on ODE for unconstrained optimization. And we obtainthat methods based on BDF and the general trapezoidal metod for unconstrainedoptimization is bad efficient because these methods even if have A stability, not Lstability. In this paper, we provide a counter example for a successful method, i.e. IMP-BOT method [6], based on ODE for unconstrained optimization. And we obtain that methods based on BDF and the general trapezoidal metod for unconstrained optimization is bad efficient because these methods even if have A stability, not L stability.
作者 罗新龙
出处 《计算数学》 CSCD 北大核心 2003年第2期177-184,共8页 Mathematica Numerica Sinica
基金 国家自然科学基金资助项目(No.19731010).
关键词 BDF 无约束优化方法 收敛性 常微分方程 A稳定性 L稳定性 IMPBOT方法 隐式EULER法 梯形法 BDF,Unstrained Optimization, ODE, A Stable, L Stable.
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