English

运筹学学报 ›› 2011, Vol. 15 ›› Issue (1): 113-121.

• 运筹学 • 上一篇    下一篇

新的非单调线搜索规则BFGS算法的全局收敛性

郭元宝, 黄炳家   

  • 出版日期:2011-03-15 发布日期:2011-03-15

Global  Convergence Results of BFGS Methods with New Nonmonotone Step Size Rule (Chinese)

GUO Yuan-Bao, HUANG Bing-Jia   

  • Online:2011-03-15 Published:2011-03-15

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1390

被引次数

2

摘要： 本文在Zhang H.C.的非单调线搜索规则的基础上，设计了求解无约束最优化问题的新的非单调线搜索BFGS算法，在一定 的条件下证明了算法的线性收敛性和超线性收敛性分析.数值例子表明算法是有效的.

Abstract: We propose a new nonmonotone step size rule and analyze the global convergence of new BFGS quasi-Newton method. The new step size rule is similar to Zhang H.C. nonmonotone step size rule and contains it as a special case. Numerical experiments have been conducted which show that the proposed algorithm is encouraging.