Convergence of quasi-Newton method with new inexact line search

doi:10.1016/j.jmaa.2005.05.077

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	Convergence of quasi-Newton method with new inexact line search
	Shi, ZJ
	2006-03-01
发表期刊	JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS
ISSN	0022-247X
卷号	315 期号:1 页码:120-131
摘要	Quasi-Newton method is a well-known effective method for solving optimization problems. Since it is a line search method, which needs a line search procedure after determining a search direction at each iteration, we must decide a line search rule to choose a step size along a search direction. In this paper, we propose a new inexact line search rule for quasi-Newton method and establish some global convergent results of this method. These results are useful in designing new quasi-Newton methods. Moreover, we analyze the convergence rate of quasi-Newton method with the new line search rule. (c) 2005 Elsevier Inc. All rights reserved.
关键词	unconstrained optimization quasi-Newton method inexact line search convergence
DOI	10.1016/j.jmaa.2005.05.077
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000235104500010
出版者	ACADEMIC PRESS INC ELSEVIER SCIENCE
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/3061
专题	中国科学院数学与系统科学研究院
通讯作者	Shi, ZJ
作者单位	1.Qufu Normal Univ, Coll Operat Res & Management, Shandong 276826, Peoples R China 2.Chinese Acad Sci, Inst Computat Math & Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Shi, ZJ. Convergence of quasi-Newton method with new inexact line search[J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS,2006,315(1):120-131.
APA	Shi, ZJ.(2006).Convergence of quasi-Newton method with new inexact line search.JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS,315(1),120-131.
MLA	Shi, ZJ."Convergence of quasi-Newton method with new inexact line search".JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS 315.1(2006):120-131.