Global convergence properties of two modified BFGS-type methods |
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| Authors: | Qiang Guo Jian-Guo Liu |
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| Institution: | 1. Science College of Dalian Nationalities University, 116600, Dalian, P.R. China
2. Institute of System Engineering, Dalian University of Technology, 116024, Dalian, P. R. China
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| Abstract: | This article studies a modified BFGS algorithm for solving smooth unconstrained strongly convex minimization problem. The modified BFGS method is based on the new quasi-Newton equation Bk+1sk=yk where yk*, =yk + Aksk andA k is a matrix. Wei, Li and Qi WLQ] have proven that the average performance of two of those algorithms is better than that of the classical one. In this paper, we prove the global convergence of these algorithms associated to a general line search rule. |
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