新的非单调线搜索规则BFGS算法的全局收敛性  

Global Convergence Results of BFGS Methods with New Nonmonotone Step Size Rule

作　　者：郭元宝[1] 黄炳家[1] 

机构地区：[1]中国石油大学数学与计算科学学院,青岛266555

出　　处：《运筹学学报》2011年第1期113-121,共9页Operations Research Transactions

摘　　要：本文在Zhang H.C.的非单调线搜索规则的基础上,设计了求解无约束最优化问题的新的非单调线搜索BFGS算法,在一定的条件下证明了算法的线性收敛性和超线性收敛性分析.数值例子表明算法是有效的.We propose a new nonmonotone step size rule and analyze the global convergence of new BFGS quasi-Newton method.The new step size rule is similar to Zhang H.C.nonmonotone step size rule and contains it as a special case.Numerical experiments have been conducted which show that the proposed algorithm is encouraging.

关 键 词：运筹学 非线性规划 非单调线搜索 BFGS算法 收敛 

分 类 号：O224[理学—运筹学与控制论]