文献类型：会议论文

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]Guangxi Univ, Coll Math & Informat Sci, Guangxi Coll & Univ Key Lab Math & Its Applicat, Nanning, Guangxi, Peoples R China;[2]East China Univ Sci & Technol, Sch Sci, Shanghai 200237, Peoples R China

会议论文集：1st International Conference on Computing and Precision Engineering (ICCPE)

会议日期：NOV 27-30, 2015

会议地点：Nantou, TAIWAN

语种：英文

外文关键词：BFGS method; PRP method; Unconstrained optimization; Line search; Global convergence

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. (C) 2017 Elsevier Inc. All rights reserved.