YAO YUANGUO. Extended Analysis of Convergence for a Modified Broyden’s Family under a Convex Combination Non-Monotone Wolfe Line-Search. [J]. 2009, 55(4): 409-413.
YAO YUANGUO. Extended Analysis of Convergence for a Modified Broyden’s Family under a Convex Combination Non-Monotone Wolfe Line-Search. [J]. 2009, 55(4): 409-413.DOI:
This paper applies a convex combination non-monotone Wolfe line-search proposed recently to the convergence analysis of Broyden’s family quasi-Newton method.We show that under the convex combination non-monotone Wolfe line-search
a modified Broyden’s non-convex family take on global and superlinear convergence.The results extend line-search condition for the convergence analysis of the modified Broyden’s non-convex family.Finally
primary numerical results are presented.Numerical results show that the computation efficiency of the modified Broyden’s non-convex family under the convex combination non-monotone Wolfe line-search is superior to that under monotone Wolfe line-search.