[1]张继伟.保守修正BFGS算法及全局收敛性[J].集美大学学报(自然科学版),2010,15(3):228-233.
ZHANG Ji-wei.A Cautious BFGS-type Method and Its Global Convergence[J].Journal of Jimei University,2010,15(3):228-233.
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保守修正BFGS算法及全局收敛性(PDF)
ZHANG Ji-wei.A Cautious BFGS-type Method and Its Global Convergence[J].Journal of Jimei University,2010,15(3):228-233.
《集美大学学报（自然科学版）》[ISSN:1007-7405/CN:35-1186/N]
- 卷:
- 第15卷
- 期数:
- 2010年第3期
- 页码:
- 228-233
- 栏目:
- 数理科学与信息工程
- 出版日期:
- 2010-05-25
文章信息/Info
- Title:
- A Cautious BFGS-type Method and Its Global Convergence
- 作者:
- 张继伟
- (集美大学理学院,福建 厦门 361021)
- Author(s):
- ZHANG Ji-wei
- (School of Sciences,Jimei University,Xiamen 361021,China)
- Keywords:
- BFGS algorithm; global convergence; superlinear convergence
- 分类号:
- -
- DOI:
- -
- 文献标志码:
- -
- 摘要:
- ］基于新拟牛顿方程，提出一类保守修正BFGS算法.该算法的特点是：即使当目标函数是非凸函数时，该算法仍然是全局收敛的.在适当的条件下，该算法具有局部超线性收敛性.初步的数值实验表明，该算法是有效的
- Abstract:
- A cautious BFGS-type algorithm based on a new secant equation was proposed.A feature of this version of BFGS algorithm was that this algorithm possessed global convergence even when the objective function was nonconvex.In the proper conditions,the cautious BFGS-type algorithm was superlinearly convergent.The numerical experiments showed that the cautious BFGStype algorithm was promising
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更新日期/Last Update:
2014-06-28