基于新拟牛顿方程的拟牛顿法对一般目标函数的全局收敛性  

Global Convergence of the Quasi-Newton Method Based on the New Quasi-Newton Equation for General Objective Function

作　　者：时平平[1] 王希云[1] 

机构地区：[1]太原科技大学应用科学学院,太原030024

出　　处：《太原科技大学学报》2008年第3期220-222,共3页Journal of Taiyuan University of Science and Technology

摘　　要：文章通过四阶泰勒展开提出了一种新拟牛顿方程,且给出了新的拟牛顿算法,并结合Wolfe非精确线性搜索证明了此新拟牛顿算法对一般非凸无约束优化问题的全局收敛性。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 new quasi-Newton method based on the equation. Meanwhile it is proved with Wolfe type line search that the new quasi-Newton method converges globally for nonconvex unconstrained optimization problems.

关 键 词：无约束最优化 拟牛顿方程 拟牛顿法 全局收敛性 

分 类 号：O221[理学—运筹学与控制论]