| 改进的无约束化的BFGS算法 |
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| 引用本文： | 费浦生,陈忠.改进的无约束化的BFGS算法[J].武汉大学学报(理学版),1994(3). |
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| 作者姓名： | 费浦生 陈忠 |
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| 作者单位： | 武汉大学数学系 |
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| 摘 要： | 提出了一种改进的ＢＦＧＳ算法，该算法的基本思想是采用多步迭代改变一次ＢＦＧＳ算法的修正公式；在假设ｆ（ｘ）是二阶连续可微且一致凸的条件下，证明了该算法的超线性收敛性，最后给出了该算法的数值实验结果．
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| 关 键 词： | 改进的BFGS算法，无约束优化，超线性收敛性 |
AN IMPROVED BFGS METHOD FOR UNCONSTRAINED MINIMIZATION |
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| Fei Pusheng,Chen Zhong.AN IMPROVED BFGS METHOD FOR UNCONSTRAINED MINIMIZATION[J].JOurnal of Wuhan University:Natural Science Edition,1994(3). |
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| Authors: | Fei Pusheng Chen Zhong |
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| Abstract: | We present an improved BFGS method,if we assume the objective function iS twice continuouSly differential and uniformly convex,we prove the iterates converge globally and superlinearly to the solution. Finally we show the numerical resultS of this algorithm. |
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| Keywords: | BFGS method superlinear convergence unconstrained minimization |
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