Convergence of Perry and Shanno's Memoryless Quasi-Newton Method for Nonconvex Optimization Problems

被引:1
|
作者
JI-YE HAN GUANG-HUI LIU HONG-XIA YIN(Institution of Applied Mathematics
机构
关键词
Nonconvex optimization; Perry and Shanno’s memoryless method; convergence;
D O I
10.15960/j.cnki.issn.1007-6093.1997.01.003
中图分类号
O242 [数学模拟、近似计算];
学科分类号
070102 ;
摘要
In this paper, some sufficient conditions were given for the global convergenceo f Perry and Shanno’s memoryless quasi-Newton method with inexact inesearches fornonconvex optimization problems.
引用
收藏
页码:22 / 28
页数:7
相关论文
共 50 条
  • [1] STOCHASTIC QUASI-NEWTON METHOD FOR NONCONVEX STOCHASTIC OPTIMIZATION
    Wang, Xiao
    Ma, Shiqian
    Goldfarb, Donald
    Liu, Wei
    [J]. SIAM JOURNAL ON OPTIMIZATION, 2017, 27 (02) : 927 - 956
  • [2] Convergence of the nonmonotone Perry and Shanno method for optimization
    Liu, GH
    Jing, LL
    [J]. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2000, 16 (02) : 159 - 172
  • [3] A quasi-Newton algorithm for nonconvex, nonsmooth optimization with global convergence guarantees
    Curtis F.E.
    Que X.
    [J]. Mathematical Programming Computation, 2015, 7 (4) : 399 - 428
  • [4] Convergence of the Nonmonotone Perry and Shanno Method for Optimization
    Guanghui Liu
    Lili Jing
    [J]. Computational Optimization and Applications, 2000, 16 : 159 - 172
  • [5] A BUNDLE-TYPE QUASI-NEWTON METHOD FOR NONCONVEX NONSMOOTH OPTIMIZATION
    Tang, Chunming
    Chent, Huangyue
    Jian, Jinbao
    Liu, Shuai
    [J]. PACIFIC JOURNAL OF OPTIMIZATION, 2022, 18 (02): : 367 - 393
  • [6] An efficient augmented memoryless quasi-Newton method for solving large-scale unconstrained optimization problems
    Cheng, Yulin
    Gao, Jing
    [J]. AIMS MATHEMATICS, 2024, 9 (09): : 25232 - 25252
  • [7] Quasi-Newton's method for multiobjective optimization
    Povalej, Ziga
    [J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2014, 255 : 765 - 777
  • [8] On the convergence rate of a quasi-Newton method for inverse eigenvalue problems
    Chan, RH
    Xu, SF
    Zhou, HM
    [J]. SIAM JOURNAL ON NUMERICAL ANALYSIS, 1999, 36 (02) : 436 - 441
  • [9] A stochastic extra-step quasi-Newton method for nonsmooth nonconvex optimization
    Minghan Yang
    Andre Milzarek
    Zaiwen Wen
    Tong Zhang
    [J]. Mathematical Programming, 2022, 194 : 257 - 303
  • [10] A Stochastic Quasi-Newton Method for Large-Scale Nonconvex Optimization With Applications
    Chen, Huiming
    Wu, Ho-Chun
    Chan, Shing-Chow
    Lam, Wong-Hing
    [J]. IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, 2020, 31 (11) : 4776 - 4790