基于新拟牛顿方程的修改Broyden族的全局收敛性  

Global Convergence of the Modified Broyden's Family Based on the New Quasi-Newton Equation

作　　者：王希云[1] 时平平[1] 

机构地区：[1]太原科技大学应用科学学院,山西太原030024

出　　处：《应用数学》2008年第2期340-344,共5页Mathematica Applicata

基　　金：山西省高校科技开发项目(200455)

摘　　要：本文通过对目标函数四阶Taylor展开提出一种新拟牛顿方程,并给出了修改的Broyden族校正公式,在采用一种Wolfe类线搜索的LS搜索模型下,证明了修改的Broyden族的全局收敛性.In this paper, we propose a new quasi-Newton equation by doing the four-order Taylor series expansion for the objective function, and present a modified Broyden＇s family based on the equation. A class of Wolfe type line search is used,and we prove that the modified Broyden＇s family with this type line search converges globally.

关 键 词：无约束优化 拟牛顿方程 BROYDEN族 全局收敛性 

分 类 号：O224[理学—运筹学与控制论]