带有广义Wolfe线搜索的变尺度算法的收敛性

Global Convergence of the Variable Metric Algorithmswith a Generalized Wolfe Linesearch

英文关键词:BFGS method  generalized Wolfe linesearch  global convergence  super-linear convergence.

中文摘要:

      本文提出一类广义Ｗｏｌｆｅ线搜索模型，并且把它与著名的ＢＦＧＳ方法相结合，对于所得到的算法证明了：对于凸函数算法具有全局收敛性和超线性收敛速度，这推广了参考文献［１］中的结果．

英文摘要:

      In this paper, we present a generalized Wolfe linesearch method, and applyit to the well-known BFGS algorithm, for which we obtain the global convergence andsuperlinear convergence, our results are extention of those in [1].