| 基于非单调线搜索的无记忆拟牛顿法的全局收敛性 |
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| 引用本文： | 黄亮,陈忠,谷军. 基于非单调线搜索的无记忆拟牛顿法的全局收敛性[J]. 四川理工学院学报(自然科学版), 2008, 21(3) |
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| 作者姓名： | 黄亮 陈忠 谷军 |
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| 作者单位： | 长江大学信息与数学学院,湖北,荆州434023;长江大学一年级教学工作部,湖北,荆州434025 |
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| 摘 要： | 文章就Perry_Shanno无记忆拟牛顿法在无约束最优化问题上,对采用非单调线搜索的情况下是否具有全局收敛性进行了研究.在目标函数为凸的条件下,证明了该算法的全局收敛性.
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| 关 键 词： | 无记忆拟牛顿法 非单调线搜索 无约束最优化 全局收敛性 |
Global Convergence of Perry_Shanno's Memoryless Quasi-Newton Method with Non-monotone Line Search |
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| HUANG Liang,CHEN Zhong,GU Jun. Global Convergence of Perry_Shanno's Memoryless Quasi-Newton Method with Non-monotone Line Search[J]. Journal of Sichuan University of Science & Engineering(Natural Science Editton), 2008, 21(3) |
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| Authors: | HUANG Liang CHEN Zhong GU Jun |
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| Abstract: | Perry_Shanno's memoryless quasi-Newton method for unconstrained optimization is investigated in this paper. Non-monotone line search procedure is introduced, which is combined with Perry_Shanno's memoryless quasi- Newton method. Under the convexity assumption on objective function,the global convergence of this method is proved. |
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| Keywords: | memoryless quasi-Newton method non-monotone line search unconstrained optimization global convergence |
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