| 新的非单调线搜索规则BFGS算法的全局收敛性 |
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| 引用本文： | 郭元宝,黄炳家.新的非单调线搜索规则BFGS算法的全局收敛性[J].运筹学学报,2011,15(1):113-121. |
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| 作者姓名： | 郭元宝 黄炳家 |
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| 作者单位： | 中国石油大学数学与计算科学学院,青岛,266555 |
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| 摘 要： | 本文在Zhang
H.C.的非单调线搜索规则的基础上，设计了求解无约束最优化问题的新的非单调线搜索BFGS算法，在一定
的条件下证明了算法的线性收敛性和超线性收敛性分析.数值例子表明算法是有效的.
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| 关 键 词： | 运筹学 非线性规划 非单调线搜索 BFGS算法 收敛 |
Global Convergence Results of BFGS Methods with New Nonmonotone Step Size Rule |
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| Guo Yuanbao,Huang Bingjia.Global Convergence Results of BFGS Methods with New Nonmonotone Step Size Rule[J].OR Transactions,2011,15(1):113-121. |
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| Authors: | Guo Yuanbao Huang Bingjia |
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| Institution: | Guo Yuanbao Huang Bingjia School of Mathematics and Computational Science,China University of Petroleum,Qingdao 266555,China. |
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| Abstract: | We propose a new nonmonotone step size rule and analyze the global convergence of new BFGS quasi-Newton method.The new step size rule is similar to Zhang H.C.nonmonotone step size rule and contains it as a special case.Numerical experiments have been conducted which show that the proposed algorithm is encouraging. |
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| Keywords: | Operations research nonlinear programming BFGS method non-monotone step size rule convergence |
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