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非拟Newton族的导出及其收敛性
引用本文:陈兰平. 非拟Newton族的导出及其收敛性[J]. 首都师范大学学报(自然科学版), 1998, 0(4)
作者姓名:陈兰平
作者单位:首都师范大学数学系
摘    要:对无约束最优化问题提出了一类非拟Newton族算法,它不再是Huang族中的成员.与拟Newton法相比,新给出的校正公式,在不增加计算量的前提下,能吸纳更多的信息,且仍保持正定对称传递性.对一致凸的目标函数,证明了算法的整体收敛性.且结论对众多类型的精确与非精确线搜索均能成立,而这些线搜索在最优化算法中是比较有效且常用的.

关 键 词:无约束最优化,非拟Newton算法,精确与非精确线搜索,整体收敛性

Derivation and Convergence for Non Quasi Newton Class
Chen Lanping. Derivation and Convergence for Non Quasi Newton Class[J]. Journal of Capital Normal University(Natural Science Edition), 1998, 0(4)
Authors:Chen Lanping
Abstract:A class of Non Quasi Newton method is presented,it does not belong to the Huang class.Compared the new method with Quasi Newton method, it does not add capcity of computing and may draw more information. The sequence of matrices updated by the new algorithm remain symmetric and positive definite. The global convergence of such a class of methods with many kinds of exact/inexact line search is proved when applied to the uniform convex objective function.
Keywords:unconstrained optimization  non quasi newton method  exact and inexact line search   global convergence.
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