带有一般线性搜索的 L-BFGS 算法的收敛性

CONVERGENCE OF THE L BFGS METHOD WITH A GENERALIZED LINE SEARCH MODEL FOR NONLINEAR PROGRAMMING

提出一般非精确线性搜索模型，将其用于Ｌ－ＢＦＧＳ算法，得到一种新的Ｌ－ＢＦＧＳ算法．在适当条件下，证明了此新算法整体收敛．

In this paper an inexact line search model is introduced. It generalizes lots of known line search techniques. This generalized line search model is applied to the well known L BFGS method and forms a new L BFGS method. Under suitable assumptions, the new L BFGS method is found to be globally convergent.