| 无约束优化问题推广的对角二阶拟柯西算法 |
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| 引用本文： | 张雅琦,王希云,李亮.无约束优化问题推广的对角二阶拟柯西算法[J].宁夏师范学院学报,2013(6):38-44. |
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| 作者姓名： | 张雅琦 王希云 李亮 |
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| 作者单位： | 太原科技大学应用科学学院,山西太原030024 |
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| 基金项目： | 山西省自然科学基金（2008011013）. |
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| 摘 要： | 利用推广的二阶拟Newton方程,提出了一种推广的对角二阶拟柯西算法,在新算法中引入了参数θ,使得对角二阶拟柯西法可以推广到更大的范围.并且证明了在一定的条件下新算法的全局收敛和超线性收敛.最后通过数值试验说明了新算法是有效可行的.
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| 关 键 词： | 推广的二阶拟Newton方程 拟柯西算法 全局收敛 超线性收敛 |
An Extended Diagonal Second Order Quasi-Cauchy Method of Unconstrained Optimization Problems |
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| ZHANG Yaqi,WANG Xiyun,LI Liang.An Extended Diagonal Second Order Quasi-Cauchy Method of Unconstrained Optimization Problems[J].Journal of Ningxia Teachers College,2013(6):38-44. |
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| Authors: | ZHANG Yaqi WANG Xiyun LI Liang |
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| Institution: | (School of Applied Science, Taiyuan University of Science and Technology, Taiyuan 030024 ) |
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| Abstract: | Based on the generalized second order Qusai - newton equation, An extended diagonal second order Qusai - Cauchy Method is proposed. Then a parameterOis introduced in the new method that extended the second order Quasi-Cauchy meth- od to a larger scope. Under certain conditions,we demonstrate the global convergence and super - linear convergence of the new al- gorithm. Numerical results also show that the new algorithm is effective and practical. |
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| Keywords: | Generalized second order Quasi-newton equation Quasi-Cauchy Method Global convergence Superlinear conuer- gence |
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