On the Global Convergence of the PERRY-SHANNO Method for Nonconvex Unconstrained Optimization Problems

• 作者: Gonglin Yuan Linghua Huang Qingjun Wu
• 来源期刊: 应用数学(英文)
• 学科: 数学
• 关键词: UNCONSTRAINED OPTIMIZATION NONCONVEX OPTIMIZATION GLOBAL CONVERGENCE
• 年，卷（期）: 2011,（3）
• 页码范围: 315-320
• 页数: 6页
• 分类号: O22

摘要

In this paper, we prove the global convergence of the Perry-Shanno’s memoryless quasi-Newton (PSMQN) method with a new inexact line search when applied to nonconvex unconstrained minimization problems. Preliminary numerical results show that the PSMQN with the particularly line search conditions are very promising.