On the Global Convergence of the PERRY-SHANNO Method for Nonconvex Unconstrained Optimization Problems
Linghua Huang, Qingjun Wu, Gonglin Yuan
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DOI: 10.4236/am.2011.23037   PDF   HTML     4,060 Downloads   7,556 Views   Citations

Abstract

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.

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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.

Conflicts of Interest

The authors declare no conflicts of interest.

References

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