| 自选尺度因子拟Newton算法的几个重要性质 |
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| 引用本文： | 陈宝林.自选尺度因子拟Newton算法的几个重要性质[J].清华大学学报(自然科学版),1996(2). |
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| 作者姓名： | 陈宝林 |
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| 作者单位： | 清华大学应用数学系!北京100084 |
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| 摘 要： | ＤＦＰ方法是一个很好的算法，有着广泛应用。但是，它对线搜索的精确性非常敏感。自选尺度拟Ｎｅｗｔｏｎ法可望对线搜索的不精确性及舍入误差有较低的灵敏性。文中介绍了这种算法。给出了关于正定性及二次终止性的几个定理及其严格的证明。
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| 关 键 词： | 自选尺度 正定性 二次终止性 |
Several important properties of a self-scaling quasi-Newton algorithm |
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| Chen Baolin.Several important properties of a self-scaling quasi-Newton algorithm[J].Journal of Tsinghua University(Science and Technology),1996(2). |
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| Authors: | Chen Baolin |
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| Abstract: | For solving an unconstrained problem, the DFP method is an excellent one. Nevertheless, it is highly sensitive to the accuracy of the line-search algorithm. A self- scaling quasi-Newton algorithm admits low sensitivity to line-search inaccuracy and roundoff errors. The author introduces this method and gives several theorems on the positive definiteness and quadratic termination property. |
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| Keywords: | self-scaling positive definiteness quadratic termination property |
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