General form of stepsize selection rules of linesearch and relevant analysis of global convergence of the BFGS algorithm

General form of stepsize selection rules of linesearch and relevant analysis of global convergence of the BFGS algorithm

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Article ID: iaor19981902
Country: China
Volume: 18
Issue: 1
Start Page Number: 112
End Page Number: 122
Publication Date: Jan 1995
Journal: Acta Mathematicae Applicatae Sinica
Authors: ,
Abstract:

In this paper, a new stepsize rule for unconstrained optimization methods is introduced. It contains a lot of the well-known stepsize rules as its special cases, and fundamental properties of the method based on the new rule are proved. Finally, the authors prove the global convergence of the Broyden–Fletcher–Goldfarb–Shanno algorithm associated with this rule.

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