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some global convergence properties of a conic-variable metric algorithm for minimization with inexact line searches*

 

作者: N.Y. Deng,   Z.F. Li,  

 

期刊: Optimization Methods and Software  (Taylor Available online 1995)
卷期: Volume 5, issue 1  

页码: 105-122

 

ISSN:1055-6788

 

年代: 1995

 

DOI:10.1080/10556789508805604

 

出版商: Gordon and Breach Science Publishers

 

关键词: Minimization;Conic Model;Variable Metric Methods;Global Convergence;Inexact Line Search

 

数据来源: Taylor

 

摘要:

Among the most interesting methods for finding the minimizer of a functionf{x) of several variables when gradients are available, are conic-variable metric methods [1,4,11,12]. Much of the published theory only studies the local convergence properties of this class, save that a global convergence theorem depending on exact line searches is given in [5].In practice, it is best to be quite tolerant in the termination criterion of line searches. Therefore, this paper studies the global convergence of this method with inexact line searches. It is shown that, if /f(x) is uniformly convex, then convergence to the minimizer is obtained, and the rate of convergence is superlinear. Moreover, we prove the convergence of a more general variable metric method with two parameters proposed by Spedicato [13]

 

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