求解无约束问题的一种新的扰动BFGS方法

A New Perturbed BFGS Method for Unconstrained Optimization Problems

基于文献[1]的扰动思想和文献[2]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 [1] and the BFGS method in [2], this paper presents a new perturbed BFGS method for the unconstrained optimization. We prove that the proposed method has global con-vergence for nonconvex optimization problems. Numerical results show that this method is effi-cient.