| Perry-Shanno无记忆拟牛顿方法在非单调搜索下的收敛性 |
| |
| 引用本文： | 于静静,焦宝聪.Perry-Shanno无记忆拟牛顿方法在非单调搜索下的收敛性[J].首都师范大学学报(自然科学版),2006,27(6):10-14. |
| |
| 作者姓名： | 于静静 焦宝聪 |
| |
| 作者单位： | 1. 青岛海湾职业技术学院电气系,山东青岛,266500
2. 首都师范大学数学科学学院,北京,100037 |
| |
| 摘 要： | 将Perry-Shanno无记忆拟牛顿方法与一类非单调搜索相结合,给出了一类求解无约束最优化问题的新算法.在目标函数为凸的条件下,证明了该算法的全局收敛性.
|
| 关 键 词： | 无记忆拟牛顿法 非单调线搜索 全局收敛性 |
| 收稿时间： | 2005-07-06 |
| 修稿时间： | 2005年7月6日 |
Convergence of Perry-Shanno's Memoryless Quasi-Newton Method with Nonmonotone Linesearch |
| |
| Yu Jingjing,Jiao Baocong.Convergence of Perry-Shanno''''s Memoryless Quasi-Newton Method with Nonmonotone Linesearch[J].Journal of Capital Normal University(Natural Science Edition),2006,27(6):10-14. |
| |
| Authors: | Yu Jingjing Jiao Baocong |
| |
| Institution: | Department of Electric, Qingdao Harbor Vodational Technical College;Department of Mathematics, Capital Normal University, Beijing |
| |
| Abstract: | In this paper,the Perry-Shanno's memoryless quasi-Newton method for unconstrained optimization is investigated.Nonmonotone Linesearch procedure is introduced,which is combined with Perry-Shanno's memoryless quasi-Newton method.Under the convexity assumption on objective function,the globle convergence of this method is proved. |
| |
| Keywords: | memoryless quasi-Newton method nonmonotone linesearch globle convergence |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
