A CLASS OF REVISED BROYDEN ALGORITHMS

Ding Guo PU;Wei Wen TIAN

系统科学与复杂性(英文) ›› 2003, Vol. 16 ›› Issue (2) : 213-221.

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系统科学与复杂性(英文) ›› 2003, Vol. 16 ›› Issue (2) : 213-221.
论文

A CLASS OF REVISED BROYDEN ALGORITHMS

    Ding Guo PU(1),Wei Wen TIAN(2)
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A CLASS OF REVISED BROYDEN ALGORITHMS

    Ding Guo PU(1),Wei Wen TIAN(2)
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摘要

In this paper, we discuss the convergence of the Broyden algorithms wilh revised search direction. Under some inexact line searches, we prove that the algorithms are globally convergent for continuously differentiable functions and the rate of convergence of the algorithms is one-step superlinear and ra-step second-order for uniformly convex objective functions.

Abstract

In this paper, we discuss the convergence of the Broyden algorithms wilh revised search direction. Under some inexact line searches, we prove that the algorithms are globally convergent for continuously differentiable functions and the rate of convergence of the algorithms is one-step superlinear and ra-step second-order for uniformly convex objective functions.

关键词

Variable metric algorithms / line search /

Key words

Variable metric algorithms / line search / convergence / convergence rate.

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Ding Guo PU , Wei Wen TIAN. A CLASS OF REVISED BROYDEN ALGORITHMS. 系统科学与复杂性(英文), 2003, 16(2): 213-221
Ding Guo PU , Wei Wen TIAN. A CLASS OF REVISED BROYDEN ALGORITHMS. Journal of Systems Science and Complexity, 2003, 16(2): 213-221
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