非凸非精确线搜索时Broyden算法的收敛性(英文)  

The convergence of Broyden algorithms without convexity and exact line search

作　　者：濮定国[1,2] 尚有林[1] 冯爱芬[1] 孙振洋[1] 

机构地区：[1]河南科技大学数学系,河南洛阳471023 [2]同济大学数学系,上海200092

出　　处：《运筹学学报》2012年第3期100-108,共9页Operations Research Transactions

基　　金：supported by the National Science Foundation of China(Nos.10771162,U1135003)

摘　　要：讨论在非凸非精确线搜索时,Broyden算法的的收敛性,证明当Broyden算法得到的点列收敛时,该点列一定趋向于稳定点。In this paper we discuss the convergence of the Broyden algorithms without convexity and exact line search assumptions. We prove that if the algorithm produces a convergence point sequence, then the limit point of the sequence is a critical point of the objective function. Q-integral graphs.

关 键 词：BROYDEN算法 收敛性 凸性 精确线搜索 

分 类 号：O221.2[理学—运筹学与控制论]