| 伪Newton－R族算法的导出及其性质 |
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| 引用本文： | 赵云彬,段虞荣.伪Newton－R族算法的导出及其性质[J].重庆大学学报(自然科学版),1996(2). |
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| 作者姓名： | 赵云彬 段虞荣 |
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| 作者单位： | 重庆大学系统工程及应用数学系 |
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| 摘 要： | 对无约束优化问题提出了一个新的拟Ｎｅｗｔｏｎ法（伪Ｎｅｗｔｏｎ－Ｒ族算法），这种方法具有二次终止性及调比不变性。它产生的近似Ｈｅｓｓｅ阵序列保持正定对称传递性。该算法对一致凸函数具有全局收敛性和超线性收敛性。
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| 关 键 词： | 无约束优化 伪Newton－R族 全局收敛 超线性收敛 |
Derivation and Property of Algorithm of Pseudo-Newton-R Class |
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| Zhao Yunbin, Duan Yurong.Derivation and Property of Algorithm of Pseudo-Newton-R Class[J].Journal of Chongqing University(Natural Science Edition),1996(2). |
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| Authors: | Zhao Yunbin Duan Yurong |
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| Institution: | Zhao Yunbin; Duan Yurong |
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| Abstract: | In this paper,a new quasi-Newton method (algorithm of pseudo-Newton-R class) is presented for unconstrained optimization,this method possesses the property of finite convergence for quadratic function and scale invariance.The sequence of matrices updated by the method maintains positive definite symmetric transitivity.This method is global and superlinear convergent for the uniform convex function. |
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| Keywords: | s:unconstrained optimization pseudo-Newton-R class global convergence superlinear convergence |
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