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

摘要

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.