| 扰动谱尺度BFGS算法及收敛性分析 |
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| 引用本文： | 张峰.扰动谱尺度BFGS算法及收敛性分析[J].合肥学院学报(自然科学版),2013(4):7-12. |
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| 作者姓名： | 张峰 |
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| 作者单位： | 安徽交通职业技术学院水运工程系,合肥230051 |
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| 摘 要： | 在前人提出的扰动BFGS算法的基础上,结合谱尺度算法的思想,提出一种扰动谱尺度BFGS算法,建立算法的全局收敛性定理,本研究证明该扰动谱尺度BFGS算法在一定条件下采用单调Wolfe-Powell型线性搜索和非单调Wolfe-Powell型线性搜索均具有全局收敛性,同时还证明采用单调Wolfe-Powell型线性搜索具有2-线性收敛性.
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| 关 键 词： | BFGS算法 谱尺度 收敛性 线性搜索 |
Spectral Analysis of Fluctuation Scale BFGS Algorithm and Its Convergence |
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| ZHANG Feng.Spectral Analysis of Fluctuation Scale BFGS Algorithm and Its Convergence[J].Journal of Hefei University :Natural Sciences,2013(4):7-12. |
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| Authors: | ZHANG Feng |
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| Institution: | ZHANG Feng( Department of Water Engineering, Anhui Communications Vocational and Technical College, Hefei 230051, China) |
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| Abstract: | The predecessors presented disturbance based on BFGS algorithm, combined with the spectral scaling algorithm, a perturbation spectrum scale BFGS algorithm is proposed, the global convergence theorem is established, a perturbation spectrum scale BFGS algorithm is proposed, this study proves that the algorithm using monotone Wolfe-Powell type line search and nonmonotone Wolfe-Powell type line search in certain conditions have global convergence; the paper also proves that the algorithm using monotone Wolfe-Powell type line search with R - linear convergence. |
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| Keywords: | BFGS algorithm spectral scale convergence linear search |
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