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| 基于Armijo线搜索的对角三阶拟柯西法 | |
| 引用本文： | 朱帅,鲍莹莹,冯茹茹,孙宝,王希云,吴世跃.基于Armijo线搜索的对角三阶拟柯西法[J].数学的实践与认识,2013,43(3). |
| 作者姓名： | 朱帅 鲍莹莹 冯茹茹 孙宝 王希云 吴世跃 |
| 作者单位： | 1. 山西大同大学工学院,山西大同,037003 2. 太原科技大学应用科学学院,山西太原,030024 3. 太原理工大学矿业工程学院,山西太原,030024 |
| 摘 要： | 通过引入基于最小改变的对角修正策略,结合三阶拟牛顿方程,提出了基于Armijo线搜索的对角三阶拟柯西法.在适当的假设下,算法保证了修正矩阵的非奇异性,并证明了算法的线性收敛性.数值试验表明该算法是有效的. |
| 关 键 词： | 三阶拟牛顿方程 最小改变策略 线性收敛性 |
A Diagonal Tree-order Quasi-Newton Method with the Armijo Line Search |
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| ZHU Shuai , Bao Ying-ying , FENG Ru-ru , SUN Bao , WANG Xi-yun , WU Shi-yue.A Diagonal Tree-order Quasi-Newton Method with the Armijo Line Search[J].Mathematics in Practice and Theory,2013,43(3). | |
| Authors: | ZHU Shuai Bao Ying-ying FENG Ru-ru SUN Bao WANG Xi-yun WU Shi-yue |
| Abstract: | Based on the tree-order quasi-Newton equation and least-change diagonal updating strategy,we propose a diagonal three-order quasi-Caucy method with the Armijo line search.Under suitable assumptions,the non-singularity of updated matrix is ensured.Then the linearly convergence is analyzed.Numerical experiments show that the new algorithm is more stable and more effective. |
| Keywords: | tree-order quasi-Newton equation least change strategy linearly convergence |
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