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Journal of Applied Mathematics and Computing

, Volume 23, Issue 1–2, pp 311–319 | Cite as

Global convergence properties of two modified BFGS-type methods

  • Qiang Guo
  • Jian-Guo Liu
Article

Abstract

This article studies a modified BFGS algorithm for solving smooth unconstrained strongly convex minimization problem. The modified BFGS method is based on the new quasi-Newton equation Bk+1sk=yk where yk*, =yk + Aksk andA k is a matrix. Wei, Li and Qi [WLQ] have proven that the average performance of two of those algorithms is better than that of the classical one. In this paper, we prove the global convergence of these algorithms associated to a general line search rule.

AMS Mathematics Subject Classification

65H10 65F10 

Key words and phrases

Unconstrained programme BFGS algorithm global convergence quasi-Newton method 

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Copyright information

© Korean Society for Computational & Applied Mathematics and Korean SIGCAM 2007

Authors and Affiliations

  1. 1.Science College of Dalian Nationalities UniversityDalianP.R. China
  2. 2.Institute of System EngineeringDalian University of TechnologyDalianP. R. China

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