SOME IMPROVED PROJECTED QUASI-NEWTON ALGORITHMS AND THEIR CONVERGENCE Ⅰ.METHODS AND GLOBAL BEHAVIOR

(整期优先)网络出版时间:1989-01-11
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Inthispaperweimprovethetwoversionsofthetwo-sidedprojectedquasi-Newtonmethod-onewasproposedbyNocedal&Overtonin[1]andtheotherwasdiscussedinourpreviouspaper,byintroducingthreedifferentmeritfunctionstomakeinexactone-dimensionalsearches.Itisshownthattheseimprovedquasi-Newtonalgorithmshavegainedglobalconvergencepropertywhichisnotpossessedbytheoriginaltwoalgorithms.