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SOME IMPROVED PROJECTED QUASI-NEWTON ALGORITHMS AND THEIR CONVERGENCE Ⅰ.METHODS AND GLOBAL BEHAVIOR

SOME IMPROVED PROJECTED QUASI-NEWTON ALGORITHMS AND THEIR CONVERGENCE Ⅰ.METHODS AND GLOBAL BEHAVIOR
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摘要 In this paper we improve the two versions of the two-sided projected quasi-Newton method-onewas proposed by Nocedal & Overton in [1] and the other was discussed in our previous paper, byintroducing three different merit functions to make inexact one-dimensional searches. It is shown that these improved quasi-Newton algorithms have gained global convergence propertywhich is not possessed by the original two algorithms. In this paper we improve the two versions of the two-sided projected quasi-Newton method-onewas proposed by Nocedal & Overton in [1] and the other was discussed in our previous paper, byintroducing three different merit functions to make inexact one-dimensional searches. It is shown that these improved quasi-Newton algorithms have gained global convergence propertywhich is not possessed by the original two algorithms.
出处 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 1989年第1期33-45,共13页 应用数学学报(英文版)
基金 This research was supported in part by tbe National Natural Science Foundation of China
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