修改Broyden非凸族在一般Wolfe搜索下的收敛性
CONVERGENCE PROPERTIES OF THE PRECONVEX PART OF MODIFIED BROYDEN'S FAMILY WITH A GENERALIZED WOLFE LINESEARCHES
查看参考文献13篇
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文摘
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近来,韦等提出了一类新的拟牛顿方程B_(k+1)s_k=y~*_k=y_k+A_ks_k,A_k为一矩阵,并在此基础上给出了两种类型的修改Broyden族(MBC).作者利用一般Wolfe搜索技术,与修改Broyden族相结合,证明了在适当的条件下修改Broyden非凸族具有全局收敛性和超线性收敛速度. |
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其他语种文摘
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Recently, Wei and other authors proposed a class of new quasi-Newton equations B_(k+1)s_k=y_l~*=y_k+A_ks_k,where A_k is some matrix,and based on these,they gave two kinds of modified Broyden's familes(MBC).In this paper,generalized Wolfe linesearches procedures are used, which are combined with the modified Broyden's family. Under some suitable conditions,we prove the global and superlinear convergence property of the preconvex part of the modified Broyden's family. |
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来源
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系统科学与数学
,2007,27(2):194-207 【核心库】
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关键词
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Broyden非凸族
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无约束最优化
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全局收敛性
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超线性收敛性
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地址
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广西大学数学与信息科学学院, 南宁, 530004
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语种
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中文 |
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文献类型
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研究性论文 |
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ISSN
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1000-0577 |
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学科
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数学 |
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基金
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国家自然科学基金
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广西自然科学基金
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文献收藏号
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CSCD:3003017
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参考文献 共
13
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