| 关于BOX约束优化的有限记忆BFGS算法 |
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| 引用本文： | 吴燕林.关于BOX约束优化的有限记忆BFGS算法[J].闽江学院学报,2012,33(2):28-34. |
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| 作者姓名： | 吴燕林 |
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| 作者单位： | 福州大学阳光学院,福建福州,350015 |
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| 摘 要： | 研究一种求解有界优化约束的有限记忆BFGS算法．在适当的条件下，证明了算法的全局收敛性．数值实验表明这种算法优于一般的算法．
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| 关 键 词： | 有界优化约束 有限记忆BFGS算法 全局收敛 |
A modified subspace limited memory BFGS method for solving bound constrained optimization problems |
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| WU Yan-lin.A modified subspace limited memory BFGS method for solving bound constrained optimization problems[J].Journal of Minjiang University,2012,33(2):28-34. |
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| Authors: | WU Yan-lin |
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| Institution: | WU Yan-lin(Sunshine College,Fuzhou University,Fuzhou,Fujian 350015,China) |
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| Abstract: | A subspace limited BFGS algorithm is proposed for bound constrained optimization.The global convergence will be established under some suitable conditions.Numerical results show that this method is more competitive than the normal method. |
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| Keywords: | bound constrained optimization limited memory BFGS method global convergence |
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