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GLOBAL CONVERGENCE OF UNCONSTRAINED MINIMIZATION METHODS WITH A GENERALIZED BACKTRACKING LINESEARCH PROCEDURE
引用本文:LIU Guanghui,HAN Jiye(Institute of Applied Mathematics,Academia Sinica,Beijing 100080,China). GLOBAL CONVERGENCE OF UNCONSTRAINED MINIMIZATION METHODS WITH A GENERALIZED BACKTRACKING LINESEARCH PROCEDURE[J]. 系统科学与复杂性, 1995, 0(2)
作者姓名:LIU Guanghui  HAN Jiye(Institute of Applied Mathematics  Academia Sinica  Beijing 100080  China)
作者单位:Institute of Applied Mathematics,Academia Sinica,Beijing 100080,China
摘    要:
GLOBALCONVERGENCEOFUNCONSTRAINEDMINIMIZATIONMETHODSWITHAGENERALIZEDBACKTRACKINGLINESEARCHPROCEDURELIUGuanghui;HANJiye(Institu...


GLOBAL CONVERGENCE OF UNCONSTRAINED MINIMIZATION METHODS WITH A GENERALIZED BACKTRACKING LINESEARCH PROCEDURE
LIU Guanghui,HAN Jiye. GLOBAL CONVERGENCE OF UNCONSTRAINED MINIMIZATION METHODS WITH A GENERALIZED BACKTRACKING LINESEARCH PROCEDURE[J]. Journal of Systems Science and Complexity, 1995, 0(2)
Authors:LIU Guanghui  HAN Jiye
Abstract:
This paper presents a generalized backtracking linesearch procedure,which includes the backtracking linesearch and many other linesearches. Under very mild conditions we show the global convergence of the well-known BFGS algorithm with the generalized backtracking linesearch.
Keywords:Backtracking linesearch   direction selection rule  BFGS method  global convergencet unconstrained optimization
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