期刊名称:American Journal of Computational Mathematics
印刷版ISSN:2161-1203
电子版ISSN:2161-1211
出版年度:2011
卷号:1
期号:4
页码:240-246
DOI:10.4236/ajcm.2011.14028
出版社:Scientific Research Publishing
摘要:A power tool for the analysis of quasi-Newton methods has been proposed by Byrd and Nocedal ([1], 1989). The purpose of this paper is to make a study to the basic property (BP) given in [1]. As a result of the BP, a sufficient condition of global convergence for a class of quasi-Newton methods for solving unconstrained minimization problems without convexity assumption is given. A modified BFGS formula is designed to match the requirements of the sufficient condition. The numerical results show that the proposed method is very encouraging.
关键词:Quasi-Newton Method; Unconstrained Minimization; Nonconvex Problem; Global Convergence