Global convergence of quasi-Newton methods for unconstrained optimization  

作　　者：韩立兴 刘光辉 

机构地区：[1]Department of Mathematics and Institute of Applied Mathematics, Tianjin University, Tianjin 300072, China. [2]Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, IL 60208,USA.

出　　处：《Chinese Science Bulletin》1996年第7期529-533,共5页

摘　　要：The convergence of quasi-Newton methods for unconstrained optimization has at-tracted much attention. Powell proved a global convergence result for the BFGS algorithmusing inexact linesearch which satisfies the Wolfe conditions. Byrd, Nocedal and Yuanextended this result to the convex Broyden class of quasi-Newton methods except the DFPmethod. However, the global convergence of the DFP method, the first quasi-Newtonmethod, using the same linesearch strategy, is still an open question (see ref. [2]).

关 键 词：QUASI-NEWTON methods UNCONSTRAINED optimization DFP algorithm global convergence. 

分 类 号：O224[理学—运筹学与控制论]