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On the Global Convergence of the PERRY-SHANNO Method for Nonconvex Unconstrained Optimization Problems

DOI: 10.4236/am.2011.23037, PP. 315-320

Keywords: Unconstrained Optimization, Nonconvex Optimization, Global Convergence

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Abstract:

In this paper, we prove the global convergence of the Perry-Shanno’s memoryless quasi-Newton (PSMQN) method with a new inexact line search when applied to nonconvex unconstrained minimization problems. Preliminary numerical results show that the PSMQN with the particularly line search conditions are very promising.

References

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