摘要
本文就非拟牛顿法在无约束最优化问题上,对采用非单调线搜索的情况下是否具有全局收敛性进行了研究,在目标函数满足一致凸的条件下,证明了非拟牛顿族是全局收敛的.
The non-quasi-Newton method for unconstrained optimization is investigated. Non-monotone line search procedure is introduced, which is combined with the non-quasiNewton family. Under the uniformly convexity assumption on objective function,the global convergence of the non-Quasi-Newton family is proved.
出处
《应用数学》
CSCD
北大核心
2007年第1期115-119,共5页
Mathematica Applicata
基金
国家自然科学基金资助项目(10631070)
关键词
非拟牛顿法
非单调线搜索
无约束最优化
全局收敛
Non-quasi-Newton method
Non-monotone linear search
Unconstrained optimization
Global convergence
