| 摘要: |
| 给出一类新的BFGS校正公式,讨论其矩阵的正定性、二次终止性和方向共轭性,并在适当条件下建立该方法的全局收敛性. |
| 关键词: BFGS方法 正定性二次终止性 共轭性 全局收敛性 |
| DOI： |
| 投稿时间：2003-11-24修订日期：2004-04-21 |
| 基金项目: |
|
| A Modified BFGS Method |
|
Zhu Zhiwei
|
| (Wuzhou Branch, Guangxi Radio and TV Univ., 70 Bubulu, Wuzhou, Guangxi, 543002, China) |
| Abstract: |
| The new BFGS method given in this paper not only posesses the properties contained in the normal BFGS method,but overcomes the disadvantage of the old one because the latter cannot ensure the positive definite of update matrix. Our aim is to discuss the properties of the proposed method and establish it's global convergence under suitable conditions. |
| Key words: BFGS method quadratic terminate property conjugate property global convergence |
