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Global convergence of quasi-Newton methods for unconstrained optimization

Global convergence of quasi-Newton methods for unconstrained optimization
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摘要 The convergence of quasi-Newton methods for unconstrained optimization has at-tracted much attention. Powell proved a global convergence result for the BFGS algorithmusing inexact linesearch which satisfies the Wolfe conditions. Byrd, Nocedal and Yuanextended this result to the convex Broyden class of quasi-Newton methods except the DFPmethod. However, the global convergence of the DFP method, the first quasi-Newtonmethod, using the same linesearch strategy, is still an open question (see ref. [2]).
出处 《Chinese Science Bulletin》 SCIE EI CAS 1996年第7期529-533,共5页
关键词 QUASI-NEWTON methods UNCONSTRAINED optimization DFP algorithm global convergence. quasi-Newton methods unconstrained optimization DFP algorithm global convergence
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