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Operations Research Transactions >

2016 , Vol. 20 >Issue 4: 85 - 92

DOI: https://doi.org/10.15960/j.cnki.issn.1007-6093.2016.04.010

Convergence of nonmonotonic Perry-Shanno's memoryless quasi-Newton method with parameters

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  • 1. Department of Basic Education, Air Force College, Xuzhou 221000, Jiangsu, China; 2. School of Mathematical Science, Nanjing Normal University, Nanjing 210097, China

Received date: 2016-03-21

  Online published: 2016-12-15

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Abstract

A nonmonotonic Perry-Shanno's memoryless Quasi-Newton method with parameters for unconstrained optimization is investigated.The global convergence of
this algorithm is proved for convex objective function when  parameters are in the given range.

Key words： Perry-Shanno memoryless Quasi-Newton method; parameters; nonmonotone linesearch; global convergence

Cite this article

HANG Dan, YAN Shijian . Convergence of nonmonotonic Perry-Shanno's memoryless quasi-Newton method with parameters[J]. Operations Research Transactions, 2016 , 20(4) : 85 -92 . DOI: 10.15960/j.cnki.issn.1007-6093.2016.04.010

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