Global convergence of the non-quasi-Newton method for unconstrained optimization problems

DOI10.1007/S11766-003-0004-7MaRDI QIDQ854562zbMATH OpenOpenAlexFDO

Authors Mingjie Wang, Jinshan Li, Hongwei Liu, Xiangsun Zhang

Publication date 5 December 2006

Published in Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11766-003-0004-7

zbMATH Keywords

inexact line searchsuperlinear convergence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Review text

The authors investigate the properties of non-quasi-Newton algorithmic methods in unconstrained problems. While quasi-Newton methods are known to be efficient, the same is not always true for non-quasi-Newton methods. The authors begin by presenting in detail a new non-quasi-Newton algorithm (in Section 2) which is studied in detail in Section 3. It is proven that the algorithm is globally convergent and, under some conditions, superlinear convergent. The paper concludes with a series of numerical results and a list of relevant references.

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Cites work

• A Modified BFGS Algorithm for Unconstrained Optimization
• A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
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• Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
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• On the Behavior of Broyden’s Class of Quasi-Newton Methods
• Quasi-Newton Algorithms with Updates from the Preconvex Part of Broyden's Family
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Cited in

(10)

• Note on global convergence of ODE methods for unconstrained optimization
• Recent progress in the global convergence of quasi-Newton methods for nonlinear equations
• Global convergence of a curvilinear search for non-convex optimization
• Globally convergence of nonlinear conjugate gradient method for unconstrained optimization
• scientific article; zbMATH DE number 749707 (Why is no real title available?)
• scientific article; zbMATH DE number 5218671 (Why is no real title available?)
• Analysis of a quasi-Newton method for unconstrained optimization
• Profit maximization multi-item just-in-time solid transportation problem with budget constraints based on carbon emission
• A class of nonmonotone conjugate gradient methods for nonconvex functions
• Convergence properties of the regularized Newton method for the unconstrained nonconvex optimization

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• minpack

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