Global Convergence of Quasi-Newton Methods for Solving Nonconvez Minimization Problems

摘要：

In this paper, we consider a class of modified Broyden methods for solving unconstrained optimization problems. Since the Hessian matrix of objective function is generally not positive definite when the objective function is nonconvex, it would be reasonable to expect that a proper modification of the Broyden methods is effective for nonconvex problems. Based on this view, we give a new secant equation for the methods, and present a calss of modified Broyden methods. Furthermore, if we assume that the line search satisfies a standard sufficient decrease condition, we establish global convergence of the methods.

关键词： quasi-Newton methods global convergence nonconvez minimization

作者: Zhong Chen Jianwei Zhu Tao Zhang

作者单位: School of Information and Mathematics, Yangtze University,Jingzhou, 434023, P.R.China School of Information and Mathematics,Yangtze University, Jingzhou, 434023, P.R.China School of Information and Mathematics, Yangtze University, Jingzhou, 434023, P.R.China

会议类型: 国际会议

会议名称: The First World Congress on Global Optimization in Engineering & Science(第一届工程与科学全局优化国际会议 WCGO2009)

会议地点: 长沙

会议语种:英文

页码: 475-480

在线出版日期: 2009-06-01（万方平台首次上网日期，不代表论文的发表时间）