This paper explores the convergence of a class of optimally conditioned self scaling variable metric (OCSSVM) methods for unconstrained optimization. We show that this class of methods with Wolfe line search are glob...This paper explores the convergence of a class of optimally conditioned self scaling variable metric (OCSSVM) methods for unconstrained optimization. We show that this class of methods with Wolfe line search are globally convergent for general convex functions.展开更多
文摘This paper explores the convergence of a class of optimally conditioned self scaling variable metric (OCSSVM) methods for unconstrained optimization. We show that this class of methods with Wolfe line search are globally convergent for general convex functions.
