首页 | 本学科首页   官方微博 | 高级检索  
     检索      


A type of modified BFGS algorithm with any rank defects and the local Q-superlinear convergence properties
Authors:Ren-Dong Ge  Zun-Quan Xia  Guo Qiang
Institution:1. CORA, The School of Science, Dalian Nationalities University, 116600, Dalian, China
Abstract:A modified BFGS algorithm for solving the unconstrained optimization, whose Hessian matrix at the minimum point of the convex function is of rank defects, is presented in this paper.The main idea of the algorithm is first to add a modified term to the convex function for obtain an equivalent model, then simply the model to get the modified BFGS algorithm. The superlinear convergence property of the algorithm is proved in this paper. To compared with the Tensor algorithms presented by R. B. Schnabel (seing 4],5]), this method is more efficient for solving singular unconstrained optimization in computing amount and complication.
Keywords:
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号