| 大规模无约束优化的一类修正有限存储BFGS算法 |
| |
| 引用本文： | 侯亚亭.大规模无约束优化的一类修正有限存储BFGS算法[J].滨州学院学报,2012(6):72-76. |
| |
| 作者姓名： | 侯亚亭 |
| |
| 作者单位： | 曲阜师范大学管理学院,山东日照276800 |
| |
| 基金项目： | 国家自然科学基金资助项目（11171180） |
| |
| 摘 要： | 针对大规模无约束优化问题,将非单调线搜索模型用于有限存储BFGS算法,构建一种修正有限存储BFGS算法,并建立算法的全局收敛及超线性收敛性,从标准试验函数库CUTE中选择测试函数进行数值实验,结果表明了算法的有效性.
|
| 关 键 词： | 有限存储BFGS算法 收敛性 非单调线搜索 |
A Class of Modified Limited Memory BFGS Method for Large-scale Unconstrained Optimization |
| |
| HOU Ya-ting.A Class of Modified Limited Memory BFGS Method for Large-scale Unconstrained Optimization[J].Journal of Binzhou University,2012(6):72-76. |
| |
| Authors: | HOU Ya-ting |
| |
| Institution: | HOU Ya-ting (School of Management ,Qu fu Normal University ,Rizhao 276800 ,China) |
| |
| Abstract: | In this paper,we propose a modified limited memory BFGS method with nonmonotone line search for large-scale unconstrained optimization. Under nonconvex assumption,we show that the method is convergence,and under certain conditions, we establish its superlinear convergence. The numerical experiments on a set of problems from CUTE collection indicate that the proposed method is practically effective. |
| |
| Keywords: | limited memory BFGS method convergence nonmonotone line search |
| 本文献已被 维普 等数据库收录！ |
|
