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运筹学学报 >

2016 , Vol. 20 >Issue 4: 85 - 92

DOI: https://doi.org/10.15960/j.cnki.issn.1007-6093.2016.04.010

运筹学

非单调带参数Perry-Shanno无记忆拟牛顿法的收敛性

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  • 1. 空军勤务学院基础部, 江苏徐州 221000; 2. 南京师范大学数学科学学院, 南京 210097

收稿日期: 2016-03-21

  网络出版日期: 2016-12-15

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Convergence of nonmonotonic Perry-Shanno's memoryless quasi-Newton method with parameters

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  • 1. Department of Basic Education, Air Force College, Xuzhou 221000, Jiangsu, China; 2. School of Mathematical Science, Nanjing Normal University, Nanjing 210097, China

Received date: 2016-03-21

  Online published: 2016-12-15

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摘要

给出了一种非单调带参数的Perry-Shanno无记忆拟牛顿法, 对于目标函数为凸函数, 在参数满足适当范围的情况下, 证明了算法的全局收敛性.

关键词： Perry-Shanno无记忆拟牛顿法; 参数; 非单调线搜索; 全局收敛性

本文引用格式

杭丹, 颜世建 . 非单调带参数Perry-Shanno无记忆拟牛顿法的收敛性[J]. 运筹学学报, 2016 , 20(4) : 85 -92 . DOI: 10.15960/j.cnki.issn.1007-6093.2016.04.010

Abstract

A nonmonotonic Perry-Shanno's memoryless Quasi-Newton method with parameters for unconstrained optimization is investigated.The global convergence of
this algorithm is proved for convex objective function when  parameters are in the given range.

Key words： Perry-Shanno memoryless Quasi-Newton method; parameters; nonmonotone linesearch; global convergence

参考文献

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[9] 谢铁军, 陈明文, 程涛. 带有参数的 Perry-Shanno 无记忆拟牛顿方法的收敛性 [J]. 北京科技大学学报, 2000, 22(6): 16-18.
[10] 谢铁军, 陈明文, 刘任平. 无记忆拟牛顿方法的收敛性 [J]. 运筹与管理, 2000, 9(4): 57-61.
[11] 于静静, 焦宝聪. Perry-Shanno 无记忆拟牛顿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}), 2007, 27(6): 10-14.
[12] 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): 7-8.
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