Two-phase quasi-Newton method for unconstrained optimization problem

被引：2
|
作者：
Chakraborty, Suvra Kanti [1 ]
Panda, Geetanjali [1 ]
机构：
[1] Indian Inst Technol Kharagpur, Dept Math, Kharagpur, W Bengal, India
来源：
AFRIKA MATEMATIKA | 2019年 / 30卷 / 5-6期
关键词：
Quasi-Newton scheme; Global convergence; Superlinear convergence; MEMORY BFGS METHOD; CONVERGENCE; VARIANTS;
D O I：
10.1007/s13370-019-00680-5
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In this paper, a two-phase quasi-Newton scheme is proposed for solving an unconstrained optimization problem. The global convergence property of the scheme is provided under mild assumptions. The superlinear convergence rate of the scheme is also proved in the vicinity of the solution. The advantages of the proposed scheme over the traditional schemes are justified with numerical table and graphical illustrations.
引用
收藏
页码：737 / 746
页数：10
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