Global convergence of the Broyden's class of quasi-Newton methods with nonmonotone linesearch (Q1873573)
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| Language | Label | Description | Also known as |
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| English | Global convergence of the Broyden's class of quasi-Newton methods with nonmonotone linesearch |
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Global convergence of the Broyden's class of quasi-Newton methods with nonmonotone linesearch (English)
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8 March 2004
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The Broyden class of quasi-Newton methods for unconstrained optimization is investigated. A non-monotone line search procedure is introduced, which is combined with the Broyden class. Under the convexity assumption on the objective function, the global convergence of the Broyden class is proved.
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quasi-Newton method
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Broyden class
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non-monotone line search
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global convergence
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unconstrained optimization
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