| 引用本文： |
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袁功林,吴燕林,韦增欣.一个修改的BFGS信赖域算法[J].广西科学,2009,16(4):397-399. [点击复制]
- YUAN Gong-lin,WU Yan-lin,WEI Zeng-xin.A Modified BFGS-Trust-Region Algorithm[J].Guangxi Sciences,2009,16(4):397-399. [点击复制]
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| 摘要: |
| 给出一个修改的BFGS校正信赖域算法,并分析其收敛性.该算法能够保持校正矩阵正定和收敛速度是二次的. |
| 关键词: BFGS方法 信赖域方法 全局收敛性 无约束优化 |
| DOI： |
| 投稿时间：2008-09-15修订日期：2009-02-13 |
| 基金项目:supported by China NSF grands 10761001 and the Scientific Research Foundation of Guangxi University(Grant No.X081082) |
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| A Modified BFGS-Trust-Region Algorithm |
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YUAN Gong-lin, WU Yan-lin, WEI Zeng-xin
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| (College of Mathematics and Information Science, Guangxi University, Nanning, Guangxi, 530004, China) |
| Abstract: |
| A modified BFGS-trust-region algorithm is proposed and the convergence is studied.This algorithm ensure that the update matix is positive definite and the convergence rate is quadratic. |
| Key words: BFGS method Trust-region method global convergence unconstrained optimization |
