Yu Bo
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有限极大极小问题的拟牛顿法
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Indexed by:期刊论文

Date of Publication:2006-05-26

Journal:吉林大学学报(理学版)

Included Journals:ISTIC、CSCD

Volume:44

Issue:3

Page Number:367-369

ISSN No.:1671-5489

Key Words:极大极小问题;拟牛顿法;超线性收敛

Abstract:给出了解极大极小问题的一种拟牛顿法, 在不假设在Danskin点处满足严格互补条件的情况下证明了算法具有超线性收敛速度及全局收敛的性质.

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Professor
Supervisor of Doctorate Candidates
Supervisor of Master's Candidates

Gender:Male

Alma Mater:吉林大学

Degree:Doctoral Degree

School/Department:数学科学学院

Discipline:Computational Mathematics. Financial Mathematics and Actuarial Science

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