广西科学2016，Vol.23Issue(5)：428-431,4.DOI:10.13656/j.cnki.gxkx.20161121.003
一种广义BFGS Levenberg-Marquardt算法
A Generalized BFGS Levenberg-Marquardt Algorithm
摘要
Abstract
This paper proposes a modified Levenberg-Marquardt algorithm with BFGS update formula.Our algorithm converges globally to an optimal solution and the convergence rate is quadratic.Moreover,it has better efficiency for solving large-scale problems.Numerical results show that this algorithm is promising for solving large-scale absolute value equations prob-lems.关键词
广义Levenberg-Marquardt算法/BFGS更新/全局收敛性/绝对值方程Key words
generalized Levenberg-Marquardt algorithm/BFGS update/global convergence/ab-solute value equations分类
数理科学引用本文复制引用
冀祥麟,韦增欣..一种广义BFGS Levenberg-Marquardt算法[J].广西科学,2016,23(5):428-431,4.基金项目
国家自然科学基金资助项目(11161003)和广西杰出青年科学基金项目(2015GXNSFGA139001)资助。 （11161003）
