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: | Han J.Y., Liu G.H. |
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.