Global Convergence of the Broyden's Class of Quasi-Newton Methods with Nonmonotone Linesearch

被引：0

作者：

Da-chuan XuInstitute of Applied Mathematics

机构：

来源：

Acta Mathematicae Applicatae Sinica | 2003年 / 01期

关键词：

Quasi-Newton method; Broyden class; non-monotone linesearch; global convergence; unconstrained optimization;

D O I：

暂无

中图分类号：

O241 [数值分析];

学科分类号：

070102 ;

摘要：

Abstract In this paper, the Broyden class of quasi-Newton methods for unconstrained optimization is inves-tigated.Non-monotone linesearch procedure is introduced,which is combined with the Broyden’s class. Underthe convexity assumption on objective function,the global convergence of the Broyden’s class is proved.

引用

页码：19 / 24

页数：6

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