基于新拟牛顿方程的一类超线性收敛的改进BFGS算法  

A class of modified BFGS algorithm with superlinear convergence based on new quasi-Newton equation

作　　者：王海滨[1] 

机构地区：[1]南通职业大学基础部,江苏南通226007

出　　处：《兰州理工大学学报》2007年第4期150-152,共3页Journal of Lanzhou University of Technology

摘　　要：针对无约束最优化问题,在已建立的一类新拟牛顿方程的基础上,把满足于传统拟牛顿方程的一类改进BFGS算法推广到新拟牛顿方程,从而得到一类基于新拟牛顿方程的改进BFGS算法.证明该算法在目标函数为一致凸时具有局部超线性收敛性.Aimed at unconstrained optimization problems, a class of modified BFGS algorithm suitable for traditional quasi-Newton equation was generalized to the new quasi-Newton equation, and a class of modified BFGS algorithm based on new quasi-Newton equation was obtained. It was proved that, when the objective function was uniformly convex, this algorithm possessed superlinear convergence.

关 键 词：新拟牛顿方程 改进BFGS算法 局部超线性收敛性 

分 类 号：O224[理学—运筹学与控制论]