| A CLASS OF REVISED BROYDEN ALGORITHMS |
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| 引用本文： | PUDingguo TIANWeiwen. A CLASS OF REVISED BROYDEN ALGORITHMS[J]. 系统科学与复杂性, 2003, 16(2): 213-221 |
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| 作者姓名： | PUDingguo TIANWeiwen |
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| 作者单位： | [1]DepartmentofAppliedMathematics,TongjiUniversity,Shanghai200333,China [2]ShanghaiUniversity,Shanghai200436,China |
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| 基金项目： | This research is supported by Ministry of Education P. R. C. |
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| 摘 要： | In this paper, we discuss the convergence of the Broyden algorithms with revised search direction. Under some inexact llne searches, we prove that the algorithms are globally convergent for continuously differentiable functions and the rate of convergence of the algorithms is one-step superlinear and n-step second-order for uniformly convex objective functions.
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| 关 键 词： | 变度量算法 Broyden算法 线搜索 收敛速度 球面收敛 连续可微函数 |
A CLASS OF REVISED BROYDEN ALGORITHMS |
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| PU Dingguo. A CLASS OF REVISED BROYDEN ALGORITHMS[J]. Journal of Systems Science and Complexity, 2003, 16(2): 213-221 |
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| Authors: | PU Dingguo |
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| Abstract: | In this paper, we discuss the convergence of the Broyden algorithms with revised search direction. Under some inexact line searches, we prove that the algorithms are globally convergent for continuously differentiable functions and the rate of convergence of the algorithms is one-step superlinear and n-step second-order for uniformly convex objective functions. |
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| Keywords: | Variable metric algorithms line search convergence convergence rate. |
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