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: 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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