摘要
本文对求解无约束优化问题的BFGS方法进行了改进,改进的算法同样具有整体收敛和超线性收敛特性。并对算法进行了数值检验,其数值结果表明,算法的收敛速度比原方法要快。
in this paper we present a modified BFGS method for unconstrained optimization,the algorithm updates an approximate Hessian which satisfies a new quasi-Newton equation. The modifies algorithm preserves the global and local superlinear convergence properties of the BFGS algorithm. Numerical results are presented, which suggest that a slight improvement have been achieved.
出处
《贵州科学》
1992年第1期54-59,共6页
Guizhou Science
