کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4624138 1339533 2006 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Convergence of quasi-Newton method with new inexact line search
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز ریاضی
پیش نمایش صفحه اول مقاله
Convergence of quasi-Newton method with new inexact line search
چکیده انگلیسی

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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 315, Issue 1, 1 March 2006, Pages 120-131