| 无约束最优化问题中修改的BFGS方法 |
| |
| 引用本文： | 景慧丽.无约束最优化问题中修改的BFGS方法[J].科技信息,2008(26). |
| |
| 作者姓名： | 景慧丽 |
| |
| 作者单位： | 西安科技大学理学院 |
| |
| 摘 要： | 本文对BFGS公式进行修正,形成了MBFGS公式,并结合Wolfe-Powell型非精确线性搜索准则设计出了MBFGS算法,通过对目标函数合理的假设证明了该算法具有全局收敛性,又运用Matlab编写程序实现了该算法,初步的数值例子表明了该算法是有效的,并且有收敛速度快的特点.
|
| 关 键 词： | 无约束最优化 MBFGS算法 全局收敛性 Wolfe-Powell型线性搜索 |
A Modified BFGS Method For Unconstrained Optimization Problems |
| |
| JING Hui-li.A Modified BFGS Method For Unconstrained Optimization Problems[J].Science,2008(26). |
| |
| Authors: | JING Hui-li |
| |
| Institution: | JING Hui-li (School of Sciences; Xi’an University of Science and Technology; Xi’an 710054; China); |
| |
| Abstract: | This paper modified the BFGS-type formula form a new formula,which is the MBFGS-type formula. Furthermore,combined with the Wolfe-Powell inexact linear search rule,a MBFGS algorithm is designed. In addition,the global convergence of the algorithm is proved on conditions of assuming the objective function. Finally,preliminary numerical experiments are carried out,which suggests that the algorithm is validity and is of the faster convergence speed characteristic. |
| |
| Keywords: | unconstrained optimization Modified Broyden-Fletcher-Goldfard-Shanna algorithm global con-vergence property Wolfe-Powell line search |
| 本文献已被 CNKI 维普 等数据库收录！ |
