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 ...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.展开更多
基金Partly supported by the National Natural Sciences Foundation of China (No. 19731001)National 973 Information Technology and High-Performance Software Program of China (No.G1998030401)K.C.Wong Education Foundation, Hong Kong.
文摘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.
