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The Global Convergence of Self-scale BFGS Algorithm with Nonmonotone Line Search for Unconstrained Nonconvex Optimization Problems
nonmonotone line search self-scaling BFGS method global convergence
2007/12/11
The self-scaling quasi-Newton method solves an unconstrained optimization problem by scaling the Hessian approximation matrix before it is updated at each iteration to avoid the possible large eigenva...