一种非单调无记忆拟牛顿方法的收敛性
首发时间:2013-08-23
摘要:对于无记忆拟牛顿问题,本文将Perry-Shanno无记忆拟牛顿方法与非单调线搜相结合,给出一类求解无约束优化的新算法,研究其性质,在目标函数为凸的情况下,证明了算法的全局收敛性.
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Convergence of A Memoryless Quasi-Newton Method with Nonmonotone Linesearch
Abstract:Perry-Shanno 's memoryless Quasi-Newton method for unconstrained optimization is investigated in this paper,nonmonotonic technique is introduced,which is combined with Perry-Shanno memoryless Quasi-Newton method.Under the convexity assumption on objective function ,we prove that the algorithm is global convergence.
Keywords: memoryless Quasi-Newton method nonmonotonic technique global convergence
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