Global convergence properties of the modified BFGS method associating with general line search model |
| |
Authors: | Jian-Guo Liu Qiang Guo |
| |
Affiliation: | 1. Institute of System Engineering, Dalian University of Technology, 116024, Dalian, China 2. CORA, Department of Applied Mathematics and physics, Dalian National University, 116600, Dalian, China
|
| |
Abstract: | To the unconstrained programme of non-convex function, this article give a modified BFGS algorithm. The idea of the algorithm is to modify the approximate Hessian matrix for obtaining the descent direction and guaranteeing the efficacious of the quasi-Newton iteration pattern. We prove the global convergence properties of the algorithm associating with the general form of line search, and prove the quadratic convergence rate of the algorithm under some conditions. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|