求解凸规划问题的改进拟牛顿法

A Class of Improved Quasi-Newton Methods on Convex Problems

提出了一组求解凸规划问题的改进的拟牛顿法 ,在假设目标函数是凸的 ,线性搜索采用Wolfe原则的条件下 ,证明了该算法的全局收敛性

In this paper, we present a class of improved quasi_Newton methods on the assumption that the linear search satisfies Wolfe step length rules,and the objective function is convex and discuss the global convergence properties of the improved quasi-Newton methods.Finally,we give the results of the numerical experiments.