%0 Journal Article
%T GLOBAL CONVERGENCE RESULTS OF LAMPARIELLO MODIFIED DIAGONAL-SPARSE QUASI-NEWTON METHOD WITH NEW NON-MONOTONE STEP SIZE RULE<br>新非单调线搜索规则的Lampariello修正对角稀疏拟牛顿算法
%A Sun Qingying
%A Cui Bin
%A Wang Changyu
%A <br>孙清滢
%A 崔彬
%A 王长钰
%J 计算数学
%D 2008
%I 
%X We propose a new non-monotone step size rule and analyze the global convergence of a Lampariello modified diagonal-sparse quasi-Newton method.The new step size rule is similar to the Grippo non-monotone step size rule and contains it as a special case.We can choose a larger stepsize in each line search procedure and maintain the global convergence property of our Lampariello modified diagonal-sparse quasi-Newton method.Numerical results show that the new algorithms are efficient.
%K Non-linear programming
%K diagonal-sparse quasi-Newton method
%K non-monotone step size rule
%K Convergence<br>非线性规划
%K 对角稀疏拟牛顿算法
%K 非单调线搜索
%K 收敛
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=CC77F3CEF526D9CF0B3021650FB4E57E&aid=89A782024A374F012884F413626DB9B2&yid=67289AFF6305E306&vid=340AC2BF8E7AB4FD&iid=38B194292C032A66&sid=627456E7977439A4&eid=DC330B09A33F1455&journal_id=0254-7791&journal_name=计算数学&referenced_num=1&reference_num=13