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 NameAffiliation
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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