| 修改Broyden非凸族在一般Wolfe搜索下的收敛性 |
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| 引用本文： | 韦增欣,谢品杰,顾能柱. 修改Broyden非凸族在一般Wolfe搜索下的收敛性[J]. 系统科学与数学, 2007, 27(2): 194-207 |
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| 作者姓名： | 韦增欣 谢品杰 顾能柱 |
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| 作者单位： | 广西大学数学与信息科学学院,南宁,530004 |
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| 基金项目： | 国家自然科学基金;广西自然科学基金 |
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| 摘 要： | 近来,韦等提出了一类新的拟牛顿方程B_(k 1)S_k=y_k~*=y_k A_kS_k,A_k为一矩阵,并在此基础上给出了两种类型的修改Broyden族(MBC)．作者利用一般Wolfe搜索技术,与修改Broyden族相结合,证明了在适当的条件下修改Broyden非凸族具有全局收敛性和超线性收敛速度．
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| 关 键 词： | Broyden非凸族 无约束最优化 全局收敛性 超线性收敛性 |
| 修稿时间： | 2005-01-14 |
Convergence Properties of the Preconvex Part of Modified Broyden''s Familiy with a Generalized Wolfe Linesearches |
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| Wei Zengxin,Xie Pinjie,Gu Nengzhu. Convergence Properties of the Preconvex Part of Modified Broyden''s Familiy with a Generalized Wolfe Linesearches[J]. Journal of Systems Science and Mathematical Sciences, 2007, 27(2): 194-207 |
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| Authors: | Wei Zengxin Xie Pinjie Gu Nengzhu |
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| Affiliation: | Department of Mathematics and Information Science, Guangxi University, Nanning 530004 |
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| Abstract: | Recently,Wei and other authors proposed a class of new quasi-Newton equa- tions B_(k 1)s_k=y_l~*=y_k A_ks_k,where A_k is some matrix,and based on these,they gave two kinds of modified Broyden's familes(MBC).In this paper,generalized Wolfe linesearches proce- dures are used,which are combined with the modified Broyden's family.Under some suitable conditions,we prove the global and superlinear convergence property of the preconvex part of the modified Broyden's family. |
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| Keywords: | Preconvex part of Broyden's family unconstrained optimization global convergence superlinear convergence |
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