无凸性Broyden算法的收敛性

2013 Sixth International Conference on Business Intelligence and Financial Engineering Pub Date : 2013-11-14 DOI:10.1109/BIFE.2013.128

D. Pu, Ailan Liu

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引用次数: 0

摘要

本文讨论了在没有凸性和精确线搜索假设的情况下，布洛登算法的收敛性。证明了如果目标函数是适当光滑的，并且算法产生一个收敛点序列，则该序列的极限点是目标函数的临界点。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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The Convergence of Broyden Algorithms without Convexity

In this paper we discuss the convergence of the Broyden algorithms without convexity and exact line search assumptions. We proved that if the objective function is suitably smooth and the algorithm produces a convergence point sequence, then the limit point of the sequence is a critical point of the objective function.

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2013 Sixth International Conference on Business Intelligence and Financial Engineering

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