TITLE:
On the Global Convergence of the PERRY-SHANNO Method for Nonconvex Unconstrained Optimization Problems
AUTHORS:
Linghua Huang, Qingjun Wu, Gonglin Yuan
KEYWORDS:
Unconstrained Optimization, Nonconvex Optimization, Global Convergence
JOURNAL NAME:
Applied Mathematics,
Vol.2 No.3,
March
24,
2011
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.