广西科学2003，Vol.10Issue(4)：253-257,261,6.
无约束最优化问题中具有全局收敛性的修改的BFGS方法
A Modified BFGS Method with Global Convergence for Unconstrained Optimization Problems
肖运海 1叶魂1
作者信息
- 1. 广西大学数学与信息科学系,南宁市大学路100号,530004
- 折叠
摘要
Abstract
A new BFGS-type formula and a new BFGS-type method with weak Wolfe-Powell (WWP) step size rule are presented. The numerical results are better than that by using the other method mentioned in relevant references.关键词
无约束优化 BFGS 拟牛顿方法 全局收敛Key words
unconstrained optimization/Broyden-Fletcher-Glodfard-shanna/quasi-Newton method/global convergence分类
数理科学引用本文复制引用
肖运海,叶魂..无约束最优化问题中具有全局收敛性的修改的BFGS方法[J].广西科学,2003,10(4):253-257,261,6.
