求解无约束问题的一种新的扰动BFGS方法

数学理论与应用 ›› 2018, Vol. 38 ›› Issue (3-4): 93-100.

求解无约束问题的一种新的扰动BFGS方法

陈飞

长沙理工大学数学与统计学院

出版日期:2018-12-30 发布日期:2020-09-21

A New Perturbed BFGS Method for Unconstrained Optimization Problems

Online:2018-12-30 Published:2020-09-21

摘要/Abstract

摘要： 基于求解约束优化问题中的扰动思想和求解无约束优化问题]中的 BFGS型方法,本文提出了一种新的扰动BFGS方法并证明了其在Wolfe搜索下求解非凸优化问题具有全局收敛性.数值结果表明该方法比较有效.

关键词: 扰动, BFGS方法, 全局收敛

Abstract: Based on the idea of constrained optimization and the BFGS method in unconstrained optimization,this paper presents a new perturbed BFGS method for the unconstrained optimization.We prove that the proposed method has global convergence for nonconvex optimization problems.Numerical results show that this method is efficient.

Key words: Perturbation, BFGS method, Global convergence

陈飞. 求解无约束问题的一种新的扰动BFGS方法[J]. 数学理论与应用, 2018, 38(3-4): 93-100.

Chen Fei. A New Perturbed BFGS Method for Unconstrained Optimization Problems[J]. Mathematical Theory and Applications, 2018, 38(3-4): 93-100.