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帶有參數的Perry-Shanno無記憶擬牛頓方法的收斂性

Convergence of Perry and Shanno's Memoryless Quasi-Newton Method With Parameters

  • 摘要: 分析了帶有可調參數的Perry-Shanno無記憶擬牛頓方法的收斂性.證明了對于非凸目標函數,在非精確搜索條件下,參數在一定范圍內,算法是收斂的.

     

    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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