A NEW SUFFICIENT CONDITION FOR THE CONVERGENCE OF THE DFP ALGORITHM WITH WOLFE LINE SEARCH

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GLOBAL CONVERGENCE PROPERTIES OF THREE-TERM CONJUGATE GRADIENT METHOD WITH NEW-TYPE LINE SEARCH

In this paper, a new Wolfe-type line search and a new Armijo-type line search are proposed, and some global convergence properties of a three-term conjugate gradient method with the two line searches are proved.     

CONVERGENCE PROPERTIES OF PROJECTED GRADIENT METHODS WITH NONMONOTONIC BACK TRACKING TECHNIQUE FOR CONVEX CONSTRAINED OPTIMIZATION

1. IntroductionGiven some function f(x): Wu - FI over a nonempty closed set n C W", one is interestedin solving the fOllowing optimization problem with constraints amin f(x)s.t. x E n (1.1)where f(x): Q C Wu - FI is twice continuously differentiable. This problem has receivedconsiderable attention extensively. The linear constrained case where n is a polyhedron is ofspecial inferest. Recently, there are quite a few articles proposing projected gradient methodsto solve the problem (see, fo…     

THE CONVERGENCE OF BROYDEN ALGORITHMSWITHOUT CONVEXITY ASSUMPTION

1.IatroductionWeknowthatthevariablemetricalgorithms,suchastheBroydenalgorithms[1],areveryusefulandefficientmethodsforsolvingthenonlinearprogrammingproblem:min{f(x);xERn}.(1.1)Withexactlinesearch,Powelll2]provedthattherateofconvergenceofthesealgorithmsisone-stepsuperlinearfortheuniformlyconvexobjectivefunction,andifthepoiedsgivenbythesealgorithmsareconvergeal,PnandYul3]provedthattheyaregloballyconvergelitforthecolltinuousdifferentiablefunction.Withoutexactlinesearchseveralresultshavebeenobtai…     

A TRUST REGION ALGORITHM WITH NULL SPACE TECHNIQUE FOR EQUALITY CONSTRAINED OPTIMIZATION

This paper presents a trust region algorithm with null space technique fornonlinear equality constrained optimization. Considering in the null space methods that,the convergent rate of range space step is faster than the null space step for the most cases,the proposed algorithm computes null steps more often than range space step. Moreover,the new algorithm is based on the reduced Hessian SQP method. Global convergence ofthe proposed algorithm is proved. The effectiveness of the method is demonstrated bysome numerical examples.     

ON THE CONVERGENCE ANALYSIS OF ALGORITHMS FOR GENERALIZED SET-VALUEDVARIATIONAL INCLUSIONS IN BANACH SPACES

In this paper, we are devoted to the convergence analysis of algorithms forgeneralized set-valued variational inclusions in Banach spaces. Our results improve, extend,and develop the earlier and recent corresponding results.