Global Convergence of the Broyden's Class of Quasi-Newton Methods with Nonmonotone Linesearch

Author:

Xu Da-chuan

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics

Reference14 articles.

1. Byrd, R.H., Liu, D.C, Nocedal, J. On the behavior of Broyden's class of quasi-Newton methods. Technical Report NAM 01, Department of Electrical Engineering and Computer Science, North-Western University, 1990

2. Byrd, R.H., Nocedal, J. A tool for the analysis of quasi-Newton methods with application to unconstrained minimization. SIAM Journal on Numerical Analysis, 26: 727–739 (1989)

3. Byrd, R.H., Nocedal, J., Yuan, Y. Global convergence of a class of quasi-Newton methods on convex problems. SIAM Journal on Numerical Analysis, 24: 1171–1189 (1987)

4. Dennis, Jr.J.E., Mor´e, J.J. Quasi-Newton method, motivation and theory. SIAM Review, 19: 46–89 (1977)

5. Fletcher, R. Practical method of optimization, 2nd ed. John Wiley & Sons, New York, 1987

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