Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
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CONVERGENCE OF THE NONMONOTONE PERRY-SHANNO METHOD FOR UNCONSTRAINED OPTIMIZATION

  • Received : 2011.05.23
  • Accepted : 2012.02.02
  • Published : 2012.09.30
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Abstract

In this paper, a method associating with one new form of nonmonotone linesearch technique is proposed, which can be regarded as a generalization of the Perry-Shanno memoryless quasi-Newton type method. Under some reasonable conditions, the global convergence of the proposed method is proven. Numerical tests show its efficiency.

Keywords

Acknowledgement

Supported by : NSF of Hainan Province

References

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