GLOBAL CONVERGENCE RESULTS OF LAMPARIELLO MODIFIED DIAGONAL-SPARSE QUASI-NEWTON METHOD WITH NEW NON-MONOTONE STEP SIZE RULE
新非单调线搜索规则的Lampariello修正对角稀疏拟牛顿算法

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.