Convergence of quasi-Newton method with new inexact line search (Q819030)

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scientific article; zbMATH DE number 5014229
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Convergence of quasi-Newton method with new inexact line search
scientific article; zbMATH DE number 5014229

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    Convergence of quasi-Newton method with new inexact line search (English)
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    22 March 2006
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    The author proposes a new inexact line search rule for a quasi-Newton method and establishes some global convergence results of this method. These results are useful in designing new quasi-Newton methods. Also, there is analysed the convergence rate of the quasi-Newton method with the new line search rule, is analyzed.
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    mathematical programming
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    quasi-Newton method
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    unconstrained optimization
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    global convergence
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