Global Convergence of Similar Quasi-Newton Method for Nonconvex Unconstrained Optimization Problems |
Received:January 17, 2005 Revised:January 20, 2006 |
Key Words:
unconstrained optimization similar quasi-Newton methods global convergence.
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Fund Project:the National Natural Science Foundation of China (60472071); Beijing Municipal Commission of Education Sciences Foundation (KM200510028019) |
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Abstract: |
In this paper, we propose a similar quasi-Newton update with two parameters for nonconvex unconstrained optimization problems, and prove that the method with Goldstein line search converges globally. |
Citation: |
DOI:10.3770/j.issn:1000-341X.2007.01.027 |
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