Convergence Properties of a Class of Generalized Quasi-Newton Methods
Received:June 27, 2002  
Key Words: quasi-Newton methods   unconstrained optimization   global convergence  
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Author NameAffiliation
Jiao Bao-cong Dept. of Math.
Captial Normal University
Beijing
China 
CHEN Lan-ping Dept. of Math.
Captial Normal University
Beijing
China 
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Abstract:
      In this paper,we present a calss of the generlized quasi-Newton methods for unconstrained optimization, and study the global convergence properties of the methods when applied to a general objective function. We assume that line search satisfies the general form of stepsize selection rules which summarizes many known stepsize selection rules as its special caese, and that the parameter Φk in the matrices update formulae by the methods may be a negative value.
Citation:
DOI:10.3770/j.issn:1000-341X.2005.01.016
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