]*>","")" /> DFP算法的全局收敛性分析

• 论文 • 上一篇    下一篇

DFP算法的全局收敛性分析

徐大川   

  1. 曲阜师范大学数学系
  • 出版日期:1997-03-14 发布日期:1997-03-14

徐大川. DFP算法的全局收敛性分析[J]. 计算数学, 1997, 19(3): 287-292.

GLOBAL CONVERGENCE ANALYSIS OF DFP METHOD

  1. Xu Da-chuan(Department of Mathematics, Qufu Normal University)
  • Online:1997-03-14 Published:1997-03-14
Consider DFP method for unconstrained optimization problems. Under some conditions, we prove the global convergence property of DFP method with Wolfe line search on uniformly convex objective function.
()

[1] R. Byrd, J. Nocedal, Y. Yuan, Global convergence of a class rif qudsi-Netwon methods onconvex problems, SIAM J Numer. Anal., 24 (1987), 1171-1189.
[2] W.C. Davidon, Variable metric methods for minimization, Argonne National LaboratoriesReport ANL-5990, 1959.
[3] R. Fletcher, M.J.D. Powell, A rapid convergent descent method for minimization, TheComputer JOurual, 6 (1963), 163-168.
[4] J. Nocedal, Theory of algorithms for unconstrained optimization, Acta Numerica, 1991,1-32.
[5] M.J.D. Powell, On the convergence of the variable metric algorithm, J In8t. Maths- Appl.,7 (1971), 21-36.
[6] Xu Dachnan, Liu Guanghui, A new sufficient condition for the convergence of the DFPalgorithm with Wolfe line search, Systems Science and Mathematical Sciences, 9 (1996),259-269.
[7] Y. Yuan, Convergence of DFP algorithm, Science in China (Series A), 38 (1995), 1281-1294.
[8]李董辉,关于DFP算法的全局收敛性,湖南大学学报,20:2(1993),16-20.
[9]濮定国等,关于DFP算法的收敛性质,曲阜师范大学学报,14:3(1988);63-69.
No related articles found!
阅读次数
全文


摘要