convergence of RMS Algorithm
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摘要: RMS算法是K.S.Chandra等人1982年提出的一種可用于非光滑函數的線搜索優化算法[1]它具有調用函數次數少,CPU時間短等突出優點。
本文補充了文獻[1]中未討論的退化情況,并對RMS算法加以修改,使其理論上趨于完善。本文還論證了在一定條件下RMS算法的收斂性。Abstract: The RMS algorithm was initiated by K.S.Chandra and M.V.Rao in[1]. But in[1] the possiblity of degeneration was neglected.In our paper,we construct a counterexample showing that degeneration may infer the non-convergence of the algorithm and we make some corrections to the algorithm so that we can prove the convergence of the corrected algorithm. -
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