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求解非凸函数极小的异步并行拟牛顿算法 被引量:2

Asynchronous-parallel Pseudo-Newtonian Algorithm for Solving Non-convex Function Minimals
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摘要 假设可供使用的处理机p+q台,将其分成两组,两组处理机之间进行异步并行计算,由此提出了一种求解非凸函数极小的并行算法。若目标函数连续可微,且其一阶导数Lipschitz连续,证明了并行拟牛顿算法的全局收敛性。 p+q sets of processors are assumed, which are available for use .They are divided into 2 groups, for which asynchronous and parallel calculations are conducted. A method is proposed for solving non-convex function minimals. If the target function is continuously differential and Lipschitz continuous in first order derivative global convergence is demonstrated for the parallel pseudo-Newtonian algorithm.
作者 陈忠
出处 《长江大学学报(自然科学版)》 CAS 2005年第1期1-3,i001,共4页 Journal of Yangtze University(Natural Science Edition)
关键词 拟牛顿方法 并行算法 全局收敛 非凸极小 pseudo-Newtonian algorithm parallel algorithm global convergence non-convex minimal
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参考文献4

  • 1Li D H,Fukushima M.A modified BFGS method and its global convergence in nonconvex minimization[].Journal of Computational and Applied Mathematics.2001
  • 2Chen Z,Fei P,Zheng H.Parallel quasi-Newton algorithm for unconstrained optimization[].Computing.1995
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同被引文献3

  • 1Fischer H,Ritler K.An asynchronous parallel Newton method[J].Math Prog,1988,42(3):363-374
  • 2Huang Chouming.Oleary avkrylov multisplitting algorithm for solving linear system of equations[J].Linear Algebra and Applications,1993,194 (1):9-29
  • 3陈忠.非线性规划问题的异步并行的拟牛顿算法[J].广西师范学院学报(自然科学版),2002,19(3):14-18. 被引量:1

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