| 变尺度法的收敛性 |
| |
| 引用本文： | 郭建.变尺度法的收敛性[J].大连理工大学学报,1988(3). |
| |
| 作者姓名： | 郭建 |
| |
| 作者单位： | 大连理工大学应用数学系 |
| |
| 摘 要： | 给出了一阶Ｌｉｐｓｃｈｉｔｚ函数的概念；讨论了一阶Ｌｉｐｓｃｈｉｔｚ凸函数的某些二阶性质。以ＤＦＰ变尺度法为背景，讨论了一类变尺度法的收敛性；证明了与精确线性搜索相结合的Ｂｒｏｙｄｅｎ，Ｈｕａｎｇ及吴－桂类变尺度法，在使用于一阶Ｌｉｐｓｃｈｉｔｚ凸函数时，所得点列的任何极限点都是函数的极小值点，从而改进了变尺度法的收敛性条件。
|
| 关 键 词： | 非线性规划 牛顿型算法 收敛/收敛性 Lipschitz 函数 |
On the Convergence of Variable Metric Methods |
| |
| Guo Jian.On the Convergence of Variable Metric Methods[J].Journal of Dalian University of Technology,1988(3). |
| |
| Authors: | Guo Jian |
| |
| Abstract: | The concept of first-order Lipschitz function is given and some second- order properties of convex first-order Lipschitz functions are discussed. It is proved that if function j is first-order Lipschitzian and conyex and exact line searches are used, any cluster of sequence{xi} generated by Broyden or Huang or Wu-Gui variable metric methods is a minimum point of f. The convergence condition of variable metric methods is improved. |
| |
| Keywords: | non linear programming Newson type method convergence /convergency Lipschitz function |
| 本文献已被 CNKI 等数据库收录！ |
