| 无约束最优化线搜索一般模型及BFGS方法的整体收敛性 |
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| 引用本文： | 韩继来,刘光辉.无约束最优化线搜索一般模型及BFGS方法的整体收敛性[J].应用数学学报,1995,18(1):112-122. |
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| 作者姓名： | 韩继来 刘光辉 |
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| 作者单位： | 中国科学院应用数学研究所 |
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| 摘 要： | 本文给出了无约束最优化的算法中线性搜索的可接受的步长选择律的一种一般形式，它概括了大多数已有的步长律为其特例，并且研究了它基本性质，最后证明了此线性搜索一般模拟相结合的无约束优化的ＢＦＧＳ算法的整体收敛性。
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| 关 键 词： | 线性搜索 BFGS算法 无约束最优化 最佳化 |
GENERAL FORM OF STEPSIZE SELECTION RULES OF LINESEARCH AND RELEVANT ANALYSIS OF GLOBAL CONVERGENCE OF BFGS ALGOMTHM |
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| HAN JIYE, LIU GUANGHUI.GENERAL FORM OF STEPSIZE SELECTION RULES OF LINESEARCH AND RELEVANT ANALYSIS OF GLOBAL CONVERGENCE OF BFGS ALGOMTHM[J].Acta Mathematicae Applicatae Sinica,1995,18(1):112-122. |
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| Authors: | HAN JIYE LIU GUANGHUI |
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| Abstract: | in this paper a general form of acceptability stepsize selection rule of linesearch in algorithms for unconstrained optimization is introduced, which summarizes a lot of known stepsize selection rules as its special cases, and some foundamental properties of this new stepsize selection rule are proved. Finally, we prove the global convergence of BFGS algorithm associated with this general form of linesearch. |
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| Keywords: | Stepsize selection rule linesearch BFGS algorithm global convergence unconstrained optimization |
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