| 非凸非精确线搜索时Broyden算法的收敛性 |
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| 引用本文： | 濮定国,尚有林,冯爱芬,孙振洋.非凸非精确线搜索时Broyden算法的收敛性[J].运筹学学报,2012,16(3):100-108. |
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| 作者姓名： | 濮定国 尚有林 冯爱芬 孙振洋 |
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| 作者单位： | 1. 河南科技大学数学系 2. 同济大学数学系 |
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| 基金项目： | supported by the National Science Foundation of China(Nos.10771162,U1135003) |
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| 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.
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| 关 键 词： | Broyden算法 收敛性 凸性 精确线搜索 |
| 收稿时间： | 2011-06-01 |
| 修稿时间： | 2012-02-28 |
The convergence of Broyden algorithms without convexity and exact line search |
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| PU Dingguo
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SHANG Youlin
,
FANG Aifen
,
SUN Zhenyang.The convergence of Broyden algorithms without convexity and exact line search[J].OR Transactions,2012,16(3):100-108. |
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| Authors: | PU Dingguo SHANG Youlin FANG Aifen SUN Zhenyang |
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| Institution: | 1. Department of Mathematics, Henan University of Science and Technology 2. Department of Mathematics, Tongji University |
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| Abstract: | 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. |
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| Keywords: | Broyden algorithms convergence convexity exact line search |
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