| 修正的两步BFGS算法的全局收敛性 |
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| 引用本文： | 怀丽波. 修正的两步BFGS算法的全局收敛性[J]. 常州工学院学报, 2008, 21(5): 52-54 |
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| 作者姓名： | 怀丽波 |
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| 作者单位： | 延边大学工学院,吉林延吉,133000 |
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| 摘 要： | 拟牛顿方法在无约束优化中起着核心的作用。修正的两步拟牛顿法是在两步拟牛顿法基础上，构造一个修正的带有向量参数的多步拟牛顿方程。主要讨论在目标函数一致凸的条件下，基于该修正方程的两步BFGS算法的全局收敛性。
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| 关 键 词： | 修正的两步拟牛顿法 BFGS算法 全局收敛性 |
Global Convergence of the Modified Two-step Quasi-Newton Methods |
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| HUAI Libo. Global Convergence of the Modified Two-step Quasi-Newton Methods[J]. Journal of Changzhou Institute of Technology, 2008, 21(5): 52-54 |
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| Authors: | HUAI Libo |
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| Affiliation: | HUAI Li-bo(College of Engineering,Yanbian University,Yanji 133000) |
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| Abstract: | Quasi-Newton methods play a core role in unconstrained optimization.The modified two-step quasi-Newton methods construct a modified quasi-Newton equation with a vector parameter which uses available function value information basing on normal two-step quasi-Newton methods.This paper concludes that the global convergence of the modified two-step quasi-Newton methods under the objective function is uniformly convex. |
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| Keywords: | modified two-step Quasi-Newton methods BFGS aloritnm global convergence |
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