Author(s)

Linghua Huang, Qingjun Wu, Gonglin Yuan

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In this paper, we prove the global convergence of the Perry-Shanno’s memoryless quasi-Newton (PSMQN) method with a new inexact line search when applied to nonconvex unconstrained minimization problems. Preliminary numerical results show that the PSMQN with the particularly line search conditions are very promising.

Unconstrained Optimization, Nonconvex Optimization, Global Convergence

L. Huang, Q. Wu and G. Yuan, "On the Global Convergence of the PERRY-SHANNO Method for Nonconvex Unconstrained Optimization Problems," Applied Mathematics, Vol. 2 No. 3, 2011, pp. 315-320. doi: 10.4236/am.2011.23037.