无约束优化问题推广的对角二阶拟柯西算法  

An Extended Diagonal Second Order Quasi-Cauchy Method of Unconstrained Optimization Problems

作　　者：张雅琦[1] 王希云[1] 李亮[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：《宁夏师范学院学报》2013年第6期38-44,共7页Journal of Ningxia Normal University

基　　金：山西省自然科学基金(2008011013)

摘　　要：利用推广的二阶拟Newton方程,提出了一种推广的对角二阶拟柯西算法,在新算法中引入了参数θ,使得对角二阶拟柯西法可以推广到更大的范围.并且证明了在一定的条件下新算法的全局收敛和超线性收敛.最后通过数值试验说明了新算法是有效可行的.Based on the generalized second order Qusai - newton equation, An extended diagonal second order Qusai - Cauchy Method is proposed. Then a parameterOis introduced in the new method that extended the second order Quasi-Cauchy meth- od to a larger scope. Under certain conditions,we demonstrate the global convergence and super - linear convergence of the new al- gorithm. Numerical results also show that the new algorithm is effective and practical.

关 键 词：推广的二阶拟Newton方程 拟柯西算法 全局收敛 超线性收敛 

分 类 号：O221[理学—运筹学与控制论]