求解无约束问题的一种新的扰动BFGS方法  

A New Perturbed BFGS Method for Unconstrained Optimization Problems

作　　者：陈飞 Chen Fei(Department of Mathematics and Statistics,Changsha University of Science and Technology,Changsha 410004,China)

机构地区：[1]长沙理工大学数学与统计学院

出　　处：《数学理论与应用》2018年第3期93-100,共8页Mathematical Theory and Applications

摘　　要：基于求解约束优化问题中的扰动思想和求解无约束优化问题]中的BFGS型方法,本文提出了一种新的扰动BFGS方法并证明了其在Wolfe搜索下求解非凸优化问题具有全局收敛性.数值结果表明该方法比较有效.Based on the idea of constrained optimization and the BFGS method in unconstrained optimization,this paper presents a new perturbed BFGS method for the unconstrained optimization.We prove that the proposed method has global convergence for nonconvex optimization problems.Numerical results show that this method is efficient.

关 键 词：扰动 BFGS方法 全局收敛 

分 类 号：O224[理学—运筹学与控制论]