GLOBAL ANALYSIS OF THE DENNIS-WOLKOWICZ LEAST-CHANGE SECANT ALGORITHM

Authors
HAN LX LIU GH
Citation
Lx. Han et Gh. Liu, GLOBAL ANALYSIS OF THE DENNIS-WOLKOWICZ LEAST-CHANGE SECANT ALGORITHM, SIAM journal on optimization (Print), 8(3), 1998, pp. 813-832
Citations number
18
Categorie Soggetti
Mathematics,Mathematics
Journal title
SIAM journal on optimization (Print) → ACNP
ISSN journal
10526234
Volume
8
Issue
3
Year of publication
1998
Pages
813 - 832
Database
ISI
SICI code
1052-6234(1998)8:3<813:GAOTDL>2.0.ZU;2-B
Abstract
This paper explores the global convergence of the least-change secant method proposed by Dennis and Wolkowicz [SIAM J. Numer. Anal., 30 (199 3), pp. 1291-1314]. This method is a member of the Broyden family, but it doesn't necessarily belong to the Broyden convex family. Furthermo re, it can be very close to the DFP method. We will prove that this me thod, with the Wolfe line search on uniformly convex objective functio ns, is globally convergent.