Global convergence of the Broyden's family with a class of inexact linesearches

Global convergence of the Broyden's family with a class of inexact linesearches

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Article ID: iaor19981952
Country: China
Volume: 18
Issue: 3
Start Page Number: 233
End Page Number: 240
Publication Date: Aug 1996
Journal: Mathematica Numerica Sinica
Authors:
Abstract:

In this paper, the restricted Broyden's family is investigated. A class of Wolfe-type inexact linesearch procedures is introduced, which is combined with the restricted Broyden's family. Under the convexity assumption on objective function, the global convergence of the restricted Broyden's family is proven. This result generalizes those of Powell and Byrd, etc.

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