一个改进的BFGS信赖域算法及收敛性分析

摘要

A modified method which combines the BFGS algorithm with the trust region algorithm is proposed for unconstrained optimization problems.It includes an adjustable parameter θ in the correction formula of Bk,and its global convergence is proved under certain conditions.%针对无约束最优化问题,将BFGS公式与信赖域算法有机结合,给出了Bk的一个新的修正公式,在此公式中引入了一个可调整的参数θ,并且在一定条件下证明了该算法的全局收敛性.