Article ID Journal Published Year Pages File Type
4624138 Journal of Mathematical Analysis and Applications 2006 12 Pages PDF
Abstract

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.

Related Topics
Physical Sciences and Engineering Mathematics Analysis