Global Convergence of Similar Quasi-Newton Method for Nonconvex Unconstrained Optimization Problems
Received:January 17, 2005  Revised:January 20, 2006
Key Words: unconstrained optimization   similar quasi-Newton methods   global convergence.  
Fund Project:the National Natural Science Foundation of China (60472071); Beijing Municipal Commission of Education Sciences Foundation (KM200510028019)
Author NameAffiliation
CHEN Lan-ping Department of Mathematics, Capital Normal University, Beijing 100037, China 
JIAO Bao-cong Department of Mathematics, Capital Normal University, Beijing 100037, China 
WANG Wan-liang Department of Mathematics, Capital Normal University, Beijing 100037, China 
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Abstract:
      In this paper, we propose a similar quasi-Newton update with two parameters for nonconvex unconstrained optimization problems, and prove that the method with Goldstein line search converges globally.
Citation:
DOI:10.3770/j.issn:1000-341X.2007.01.027
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