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《Journal of Jimei University(Natural Science)》 2010-03
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A Cautious BFGS-type Method and Its Global Convergence

ZHANG Ji-wei(School of Sciences,Jimei University,Xiamen 361021,China)  
A cautious BFGS-type algorithm based on a new secant equation was proposed.A feature of this version of BFGS algorithm was that this algorithm possessed global convergence even when the objective function was nonconvex.In the proper conditions,the cautious BFGS-type algorithm was superlinearly convergent.The numerical experiments showed that the cautious BFGS-type algorithm was promising.
【Fund】: 國家自然科學基金資助項目(10471036);; 集美大學科研基金資助項目(C60657)
【CateGory Index】: O221.2
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1 ZHANG Jing~(1,2)(1.Basic Courses Department of Beijing Union University,Beijing 100101,China;2.School of Mathematical Sciences,Capital Normal University,Beijing 100037,China);A Summarizer of Conjugate Gradient Methods for Solving Unconstrained Nonlinear Programming Problem[J];Journal of Beijing Union University(Natural Sciences);2008-02
2 LIU Wei1,ZHANG Lan2,ZHAO Lu-yi3(1.Department of Mathematics,Northwestern University,Xi′an 710127,China;2.Department of Basic course,Xi′an Aeronautical Polytechnic Institute,Xi′an 710089,China;3.Shaanxi Provincial Productivity Promotion Center,Xi′an 710054,China);The extended quasi-Newton methods[J];Basic Sciences Journal of Textile Universities;2008-04
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