| ON THE CONVERGENCE OF PARALLEL BFGS METHOD |
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| 作者姓名： | 陈忠 费浦生 |
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| 作者单位： | Chen ZhongFei Pusheng(Department of Mathematics，Wuhan University，Wuhan 430072，China.)Zhou Yuncai(Jianghan Petroleum Institute，Jinsha 434102，China.) |
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| 摘 要： | ＯＮＴＨＥＣＯＮＶＥＲＧＥＮＣＥＯＦＰＡＲＡＬＬＥＬＢＦＧＳＭＥＴＨＯＤＣｈｅｎＺｈｏｎｇＦｅｉＰｕｓｈｅｎｇ（ＤｅｐａｒｔｍｅｎｔｏｆＭａｔｈｅｍａｔｉｃｓ，ＷｕｈａｎＵｎｉｖｅｒｓｉｔｙ，Ｗｕｈａｎ４３００７２，Ｃｈｉｎａ．）ＺｈｏｕＹｕｎｃａｉ...
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ON THE CONVERGENCE OF PARALLEL BFGS METHOD |
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| Chen ZhongFei Pusheng.ON THE CONVERGENCE OF PARALLEL BFGS METHOD[J].Acta Mathematica Scientia,1995(3). |
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| Authors: | Chen ZhongFei Pusheng |
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| Abstract: | According to the sequential BFGS method,in this paper we present an asynchronous parallel BFGS method in the case when the gradient information about the function is inexact.We assume that we have p q processors, which are divided into two groups,the first group has p processors,the second group has q processors,the two groups are asynchronous parallel.If we assume the objective function is twice continuously differentiable and uniformly convex,we prove the iteration converge globally to the solution,and under some additional conditions we show the method is superlinearly convergent.Finally,we show the numerical results of this algorithm. |
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| Keywords: | BFGS algorithm superlinear convergence parallel method |
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