A CLASS OF MODIFIED BROYDEN ALGORITHMS  

作　　者：PU, DG TIAN, WW 

机构地区：[1]SHANGHAI INST RAILWAY TECHNOL,DEPT MATH,SHANGHAI,PEOPLES R CHINA [2]SHANGHAI UNIV SCI & TECHNOL,DEPT MATH,SHANGHAI,PEOPLES R CHINA

出　　处：《Journal of Computational Mathematics》1994年第4期366-379,共14页计算数学（英文）

摘　　要：In this paper we dicuss the convergence of the modified Broyden algorithms. We prove that the algorithms are globally convergent for the continuous differentiable function and the rate of convergence of the algorithms is one-step superlinear and n-step second-order for the uniformly convex objective function. From the discussion of this paper, we may get some convergence properties of the Broyden algorithms.In this paper we dicuss the convergence of the modified Broyden algorithms. We prove that the algorithms are globally convergent for the continuous differentiable function and the rate of convergence of the algorithms is one-step superlinear and n-step second-order for the uniformly convex objective function. From the discussion of this paper, we may get some convergence properties of the Broyden algorithms.

关 键 词：CLASS Powell FLETCHER BFGS minimization CONVERGENT constrained DEMON EXACT symmetric 

分 类 号：O242[理学—计算数学]