谢铁军, 陈明文, 程涛. 带有参数的Perry-Shanno无记忆拟牛顿方法的收敛性[J]. 工程科学学报, 2000, 22(6): 572-574. DOI: 10.13374/j.issn1001-053x.2000.06.023
引用本文: 谢铁军, 陈明文, 程涛. 带有参数的Perry-Shanno无记忆拟牛顿方法的收敛性[J]. 工程科学学报, 2000, 22(6): 572-574. DOI: 10.13374/j.issn1001-053x.2000.06.023
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XIE Tiejun, CHEN Mingwen, CHENG Tao. Convergence of Perry and Shanno's Memoryless Quasi-Newton Method With Parameters[J]. Chinese Journal of Engineering, 2000, 22(6): 572-574. DOI: 10.13374/j.issn1001-053x.2000.06.023
Citation: XIE Tiejun, CHEN Mingwen, CHENG Tao. Convergence of Perry and Shanno's Memoryless Quasi-Newton Method With Parameters[J]. Chinese Journal of Engineering, 2000, 22(6): 572-574. DOI: 10.13374/j.issn1001-053x.2000.06.023
shu

带有参数的Perry-Shanno无记忆拟牛顿方法的收敛性

Convergence of Perry and Shanno's Memoryless Quasi-Newton Method With Parameters

    摘要
  • 摘要: 分析了带有可调参数的Perry-Shanno无记忆拟牛顿方法的收敛性.证明了对于非凸目标函数,在非精确搜索条件下,参数在一定范围内,算法是收敛的.

     

    Abstract: The convergence of perry and Shanno's memoryless quasi-Newton method with parameteers is analyzed.lt is proven that Perry and Shanno's memoryless quasi-Newton method with inexac line searches for on-convex objective function converges when parameters are in the given range.

     

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