GLOBAL CONVERGENCE OF UNCONSTRAINED MINIMIZATION METHODS WITH A GENERALIZED BACKTRACKING LINESEARCH PROCEDURE  

作　　者：LIU Guanghui HAN Jiye(Institute of Applied Mathematics, Academia Sinica, Beijing 100080,China) 

出　　处：《Systems Science and Mathematical Sciences》1995年第2期122-127,共6页

摘　　要：ＧＬＯＢＡＬＣＯＮＶＥＲＧＥＮＣＥＯＦＵＮＣＯＮＳＴＲＡＩＮＥＤＭＩＮＩＭＩＺＡＴＩＯＮＭＥＴＨＯＤＳＷＩＴＨＡＧＥＮＥＲＡＬＩＺＥＤＢＡＣＫＴＲＡＣＫＩＮＧＬＩＮＥＳＥＡＲＣＨＰＲＯＣＥＤＵＲＥＬＩＵＧｕａｎｇｈｕｉ；ＨＡＮＪｉｙｅ（Ｉｎｓｔｉｔｕ...This paper presents a generalized backtracking linesearch procedure,which includes the backtracking linesearch and many other linesearches. Under very mild conditions we show the global convergence of the well-known BFGS algorithm with the generalized backtracking linesearch.

关 键 词：BACKTRACKING linesearch direction selection RULE BFGS method GLOBAL convergencet UNCONSTRAINED optimization 

分 类 号：O212.1[理学—概率论与数理统计]