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Powell方法的Sargent改进算法的收敛性
引用本文:王良恩.Powell方法的Sargent改进算法的收敛性[J].黄冈师范学院学报,1991(2).
作者姓名:王良恩
作者单位:黄冈师专数学系
摘    要:本文指出文1]的目标函数下降量估计和共轭性度量估计对于Powell方法的Sargent改进算法依然成立,从而在一致凸函数的条件下,该算法也有局部线性收敛性。

关 键 词:替换方向条件  Sargent算法

THE CONVERGENCE OF THE SARGENT'S ALGORITHM TO IMPROVE ON THE POWELL'S METHOD
Wang Langen.THE CONVERGENCE OF THE SARGENT''''S ALGORITHM TO IMPROVE ON THE POWELL''''S METHOD[J].Journal of Huanggang Normal University,1991(2).
Authors:Wang Langen
Institution:Wang Langen
Abstract:In this paper, we show that the decreasing estimator and the conjugatcmetric estimator of the objcctive function in 1] still hold for the Sargent's improvement of the Powell's method. Then the improved method is also locallyconvergence on condition that the function is uniformly convex.
Keywords:alternation directions condition  Sargent's algorthm
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