Global Convergence of Similar Quasi-Newton Method for Nonconvex Unconstrained Optimization Problems
Wang Wan-liang
Abstract
Wang Wan-liang
Abstract
In this paper, we propose a similar quasi-Newton update with two parameters for nonconvex unconstrained optimization problems, and prove that the method with Goldstein line search converges globally.
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In this paper, we propose a similar quasi-Newton update with two parameters for nonconvex unconstrained optimization problems, and prove that the method with Goldstein line search converges globally.
Key concepts: Mathematics, Convergence (economics), Mathematical optimization, Applied mathematics, Newton's method, Quasi-Newton method, Nonlinear system, Quantum mechanics