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2004, 04, 19-22
无约束优化的一个全局收敛算法及其收敛速度
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摘要:

对最速下降法与拟牛顿法的结合算法进行了改进 ,证明了改进算法的全局收敛性 ,而且给出了局部超线性收敛性 .初步的数值计算结果也表明了改进的算法比原算法有更好的收敛效果 .

Abstract:

An algorithm of combining quasi-Newton and steepest descent algorithm is improved and the proofs of the global convergence and the local super-linear convergent rate are given.Numerical results show that the improved algorithm is a better one.

参考文献

[1] ShiYixun.Globally convergent algorithm s for unconstrained optim ization.ComputationalOptim ization andApplica-tions,2000,16:295~308.

[2] FletcherR.PracticalMethod ofOptim ization.2 nd edition.JohnWiley&Sons,1987.

[3] PotraF A,ShiY.Efficientline search algorithm for unconstrained optimization.Journal ofOptimizationTheory andAp-plication,1995,85(3):677~704.

[4] MoreJJ,GarbowB S,HillstromK E.Testing unconstrained optimization software.ACM Transactions onMathematicalSoftware,1981,7:17~41

基本信息:

中图分类号:O224

引用信息:

[1]张英平,薛庆平,朱传超.无约束优化的一个全局收敛算法及其收敛速度[J].郑州大学学报(理学版),2004(04):19-22.

发布时间:

2004-12-01

出版时间:

2004-12-01

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