Dissertation > Excellent graduate degree dissertation topics show
Research on Broyden algorithm for non convex function
Author: ZhongHai
Tutor: CaiZhiJie
School: Fudan University
Course: Applied Mathematics
Keywords: quasiNewton methods Broyden class nonconvex function globalconvergence
CLC: O224
Type: Master's thesis
Year: 2012
Downloads: 7
Quote: 0
Read: Download Dissertation
Abstract
In this paper, we study global convergence properties of Broyden class of quasiNewton methods, when applied to nonconvex functions. First we state some fundamental properties of quasiNewton methods, especially Broyden class. Then we focus on the convergence property of this method when applied to nonconvex functions. In this part we originally give a condition and prove that in this condition the methods of Broyden class ((?)≠1) can converge globally when applied to nonconvex function. Under certain conditions, we also establish superlinear convergence of this class of methods. Next, we consider a wellknown condition that has already been the sufficient condition of convergence of BFGS method. We prove that this condition can also be the sufficient condition of convergence of Broyden class{(?≠1) of methods. Finally we show some numerical examples of this class of methods. The results show that Broyden class of methods are adaptive to nonconvex functions.

Related Dissertations
 A Modified QuasiNewton Method and It’s Convergence,O224
 A Quasi Newton method and conjugate gradient method study of non monotonic line search,O224
 A Class of New Factorized QuasiNewton Methods for Nonlinear Least Squares Problems,O242.2
 Nonmonotone trust region method for unconstrained optimization of PerryShanno memoryless quasiNewton method,O224
 Broyden’s Class of Modified QuasiNewton Methods and Their Applications,O224
 Improvement on Conjugate Gradient Method,O224
 The research of modified Newton and quasiNewton algorithms,O224
 On the Methods for Unconstrained Optimization Problems and Their Realizes,O224
 Filter Trust Region Algorithms for Unconstrained Optimization,O224
 A Proximal Bundle Method for Nonsmooth and Nonconvex Constrained Optimization,O224
 A Class of Descent Nonlinear Conjugate Gradient Methods,O224
 Several Kinds of Methods for Solving Bound Constrained Optimization Problems,O224
 QuasiNewton Methods and Their Convergence Properties,O241
 Optimization Methods for Finding Periodic Solutions of Differential Equations,O224
 Nonmonotone BFGS Method for Nonconvex Unconstrained Optimization,O242.23
 Algorithm of Synthetic Aperture Radar Image Formation,TN958
 Hessian algorithm for a class of nonlinear equality constrained optimization problem irreducible,O224
 The Convergence of QuasiNewton Methods,O242.23
 The optimal scale of investment of private equity funds,O224
 A Smoothing Method for Solving Model under WCVarR,O224
 Mining resources based on genetic algorithm optimization model of,O224
CLC: > Mathematical sciences and chemical > Mathematics > Operations Research > Optimization of the mathematical theory
© 2012 www.DissertationTopic.Net Mobile
