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Global Convergence of the Variable Metric Algorithmswith a Generalized Wolfe Linesearch
Received:November 12, 1993
Key Words
:
BFGS method
generalized Wolfe linesearch
global convergence
super-linear convergence.
Fund Project
:
This work is supported by the National Natural Science Foundation of China.
Author Name
Affiliation
Liu Guanghui
Dept. of IEMS
Northwestern University
Evanston
Han Jiye
Institute of APPlied Mathematics
Academia Sinica
Bejing 100080
Xu Zhongling
The National Natural Science-Foundation of China
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Abstract
:
In this paper, we present a generalized Wolfe linesearch method, and applyit to the well-known BFGS algorithm, for which we obtain the global convergence andsuperlinear convergence, our results are extention of those in [1].
Citation:
DOI
:
10.3770/j.issn:1000-341X.1995.04.003
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