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
收藏
页码：19 / 24
页数：5
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