重庆理工大学学报：自然科学2012，Vol.26Issue(10)：120-122,126,4.
无约束优化全局收敛性算法
The Unconstrained Optimization Global Convergence Algorithm
摘要
Abstract
A globalization strategy for solving an unconstrained minimization problem is proposed based on the idea of combing Quasi-Newton' s direction and the steepest descent direction within each iteration. Global convergence is guaranteed with an arbitrary initial point. The article uses the Quasi- Newton' s direction to replace Newton' s direction, and the search direction in each iteration is chosen to be as close to the Quasi-Newton' s direction as possible and could be the Quasi-Newton' s direction itself.关键词
无约束优化/全局收敛/拟牛顿法/最速下降法/线搜索Key words
unconstrained optimization/global convergence/Quasi-Newton' s method/steepest descent method/line search分类
数理科学引用本文复制引用
马燕青,戴素芬,张冰,孟继东..无约束优化全局收敛性算法[J].重庆理工大学学报：自然科学,2012,26(10):120-122,126,4.
