| 引用本文： |
-
肖运海,叶魂.无约束最优化问题中具有全局收敛性的修改的BFGS方法[J].广西科学,2003,10(4):253-257,261. [点击复制]
- Xiao Yunhai,Ye Hun.A Modified BFGS Method with Global Convergence for Unconstrained Optimization Problems[J].Guangxi Sciences,2003,10(4):253-257,261. [点击复制]
|
|
| 摘要: |
| 给出新的BFGS型公式,并利用弱的Wolfe-Powell步长准则给出新的BFGS型方法.该方法的数值结果比相关文献的方法好. |
| 关键词: 无约束优化 BFGS 拟牛顿方法 全局收敛 |
| DOI： |
| 投稿时间：2003-03-27修订日期：2003-06-02 |
| 基金项目: |
|
| A Modified BFGS Method with Global Convergence for Unconstrained Optimization Problems |
|
Xiao Yunhai, Ye Hun
|
| (Dept. of Math. & Info. Sci., Guangxi Univ., 100 Daxuelu, Nanning, Guangxi, 530004, China) |
| Abstract: |
| A new BFGS-type formula and a new BFGS-type method with weak Wolfe-Powell(WWP) step size rule are presented.The numerical results are better than that by using the other method mentioned in relevant references. |
| Key words: unconstrained optimization Broyden-Fletcher-Glodfard-shanna quasi-Newton method global convergence |
