同济大学学报（自然科学版）2013，Vol.41Issue(2)：289-292,298,5.DOI:10.3969/j.issn.0253-374x.2013.02.023
不假定凸性和精确线搜索时DFP算法的收敛性
Convergence of DFP Algorithms Without Convexity and Exact Line Search Assumptions
摘要
Abstract
The convergence of the Broyden algorithms without convexity and exact line search assumptions is discussed. It is proved that if the objective function is suitably smooth and the DFP algorithm produces a convergence point sequence, then the limit point of the sequence is a critical point of the objective function. We give mainly a proof for the DFP update, then point out that all the results are true for Broyden algorithms by a remark.关键词
变尺度算法/收敛性/凸性/不精确线搜索Key words
Broyden algorithms/ convergence/ convexity/ inexact line search分类
数理科学引用本文复制引用
濮定国,刘美玲..不假定凸性和精确线搜索时DFP算法的收敛性[J].同济大学学报（自然科学版）,2013,41(2):289-292,298,5.基金项目
国家自然科学基金(10771162,U1135003) （10771162,U1135003）
