无约束最优化问题中具有全局收敛性的修改的BFGS方法(英文)

A Modified BFGS Method with Global Convergence for Unconstrained Optimization Problems

给出新的 BFGS型公式 ,并利用弱的 Wolfe- Powell步长准则给出新的 BFGS型方法 .该方法的数值结果比相关文献的方法好 .

A new BFGS type formula and a new BFGS type method with weak Wolfe Powell(WWP) step size rule are presented.The numerical results are better than that by using the other method mentioned in relevant references.