BFGS算法综述 |
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引用本文: | 耿红梅.BFGS算法综述[J].大众科技,2011(11):3-4,10. |
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作者姓名: | 耿红梅 |
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作者单位: | 扬州工业职业技术学院,江苏扬州,225127 |
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摘 要: | 目前对一般无约束最优化问题的研究主要是以拟牛顿算法为主,并且随着研究的深入,各种基于修改原始拟牛顿方程的新拟牛顿算法取得了较好的成果。文章主要对几种改进后的算法做个综述。
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关 键 词: | BFGS算法 拟牛顿算法 全局收敛性 超线性收敛 |
A summary of BFGS algorithm |
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Abstract: | At present there is no constraint optimized nesting for the general problem of research mainly to planning, and with Newton's method of study, all based on the original proposed amendment Newton of the equation is a new algorithm for better results. This article mainly for several improved algorithm for a review. |
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Keywords: | BFGS algoritm quasi-Newton method global convergence superlinear convergence |
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