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Global Convergence of the Broyden's Class of Quasi-Newton Methods with Nonmonotone Linesearch

Global Convergence of the Broyden's Class of Quasi-Newton Methods with Nonmonotone Linesearch In this paper, the Broyden class of quasi-Newton methods for unconstrained optimization is investigated. Non-monotone linesearch procedure is introduced, which is combined with the Broyden's class. Under the convexity assumption on objective function, the global convergence of the Broyden's class is proved. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

Global Convergence of the Broyden's Class of Quasi-Newton Methods with Nonmonotone Linesearch

Acta Mathematicae Applicatae Sinica , Volume 19 (1) – Jan 1, 2003

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Publisher
Springer Journals
Copyright
Copyright © 2003 by Springer-Verlag Berlin Heidelberg
Subject
Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/s10255-003-0076-4
Publisher site
See Article on Publisher Site

Abstract

In this paper, the Broyden class of quasi-Newton methods for unconstrained optimization is investigated. Non-monotone linesearch procedure is introduced, which is combined with the Broyden's class. Under the convexity assumption on objective function, the global convergence of the Broyden's class is proved.

Journal

Acta Mathematicae Applicatae SinicaSpringer Journals

Published: Jan 1, 2003

References