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基于非单调线搜索非拟牛顿法的全局收敛性
  • ISSN号：1001-9847
  • 期刊名称：《应用数学》
  • 时间：0
  • 分类：O224[理学—运筹学与控制论;理学—数学]
  • 作者机构：[1]中国人民大学经济学院,北京100872, [2]首都师范大学数学系,北京100037, [3]中国科学院数学与系统科学研究院,北京100080
  • 相关基金：国家自然科学基金资助项目（10631070）
作者： 刘洪伟[1,3], 王明洁[2], 章祥荪[3]
关键词： 非拟牛顿法, 非单调线搜索, 无约束最优化, 全局收敛, Non-quasi-Newton method, Non-monotone linear search, Unconstrained optimization , Global convergence
中文摘要：

本文就非拟牛顿法在无约束最优化问题上，对采用非单调线搜索的情况下是否具有全局收敛性进行了研究，在目标函数满足一致凸的条件下，证明了非拟牛顿族是全局收敛的．

英文摘要：

The non-quasi-Newton method for unconstrained optimization is investigated. Non-monotone line search procedure is introduced, which is combined with the non-quasiNewton family. Under the uniformly convexity assumption on objective function,the global convergence of the non-Quasi-Newton family is proved.

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期刊信息
  • 《应用数学》
  • 北大核心期刊（2011版）
  • 主管单位:国家教育部
  • 主办单位:华中科技大学
  • 主编：李大潜
  • 地址：武汉珞喻路1037号华中科技大学逸夫科技大楼南楼902室
  • 邮编：430074
  • 邮箱：yysx_hust@163.com
  • 电话：027-87543831
  • 国际标准刊号：ISSN：1001-9847
  • 国内统一刊号：ISSN：42-1184/O1
  • 邮发代号:38-61
  • 获奖情况:
  • 中国科学引文数据库来源期刊,中国学术期刊综合评价数据库来源期刊
  • 国内外数据库收录:
  • 美国数学评论（网络版）,德国数学文摘,日本日本科学技术振兴机构数据库,中国中国科技核心期刊,中国北大核心期刊（2004版）,中国北大核心期刊（2008版）,中国北大核心期刊（2011版）,中国北大核心期刊（2014版）,中国北大核心期刊（2000版）
  • 被引量:4139