带调正搜索方向的有限内存变尺度方法

Limited Memory BFGS Methods with Revised Search Direction

提出一类带调正搜索方向的有限内存变尺度方法，并且证明这类方法对一致凸目标函数具有线性收敛速度，对连续可微函数具有整体收敛性。

In this paper, we propose a class of limited memory BFGS methods with revised search direction. We prove that these mothods are globally convergent for continuously differentiable functions, and they are linear convex for uniformly convex functions.