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

被引：0

作者：

Da-chuan Xu

机构：

[1] Chinese Academy of Sciences,Institute of Applied Mathematics, Academy of Mathematics and System Sciences

来源：

Acta Mathematicae Applicatae Sinica | 2003年 / 19卷 / 1期

关键词：

Quasi-Newton method; Broyden class; non-monotone linesearch; global convergence; unconstrained optimization; 65K; 90C;

D O I：

10.1007/s10255-003-0076-4

中图分类号：

学科分类号：

摘要：

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

引用

页码：19 / 24

页数：5

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