| 基于新拟牛顿方程的一类超线性收敛的改进BFGS算法 |
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| 引用本文： | 王海滨.基于新拟牛顿方程的一类超线性收敛的改进BFGS算法[J].兰州理工大学学报,2007,33(4):150-152. |
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| 作者姓名： | 王海滨 |
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| 作者单位： | 南通职业大学,基础部,江苏,南通,226007 |
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| 摘 要： | 针对无约束最优化问题,在已建立的一类新拟牛顿方程的基础上,把满足于传统拟牛顿方程的一类改进BFGS算法推广到新拟牛顿方程,从而得到一类基于新拟牛顿方程的改进BFGS算法.证明该算法在目标函数为一致凸时具有局部超线性收敛性.
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| 关 键 词： | 新拟牛顿方程 改进BFGS算法 局部超线性收敛性 |
| 文章编号： | 1673-5196（2007）04-0150-03 |
| 修稿时间： | 2006-03-31 |
A class of modified BFGS algorithm with superlinear convergence based on new quasi-Newton equation |
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| WANG Hai-bin.A class of modified BFGS algorithm with superlinear convergence based on new quasi-Newton equation[J].Journal of Lanzhou University of Technology,2007,33(4):150-152. |
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| Authors: | WANG Hai-bin |
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| Institution: | Dept. of Basic Courses, Nantong Vocational College, Nantong 226007, China |
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| Abstract: | Aimed at unconstrained optimization problems,a class of modified BFGS algorithm suitable for traditional quasi-Newton equation was generalized to the new quasi-Newton equation,and a class of modified BFGS algorithm based on new quasi-Newton equation was obtained.It was proved that,when the objective function was uniformly convex,this algorithm possessed superlinear convergence. |
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| Keywords: | new quasi-Newton equation modified BFGS algorithm superlinear convergence |
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