文献类型：期刊文献

英文题名：Global convergence of BFGS and PRP methods under a modified weak Wolfe–Powell line search

作者：Yuan, Gonglin[1]; Wei, Zengxin[1]; Lu, Xiwen[2]

机构：[1] The Guangxi Colleges and Universities Key Laboratory of Mathematics and Its Applications, College of Mathematics and Information Science, Guangxi University, Nanning, Guangxi, China; [2] School of Science, East China University of Science and Technology, Shanghai, 200237, China

年份：2017

卷号：47

起止页码：811

外文期刊名：Applied Mathematical Modelling

收录：EI(收录号：20172403752668)

语种：英文

外文关键词：Computational methods

摘要：The BFGS method is one of the most effective quasi-Newton algorithms for optimization problems. However, its global convergence for general functions is still open. In this paper, under a new line search technique, this problem is solved, and it is shown that other methods in the Broyden class also possess this property. Moreover, the global convergence of the PRP method is established in the case of this new line search. Numerical results are reported to show that the new line search technique is competitive to that of the normal line search. ? 2017 Elsevier Inc.