Title :
The Convergence of Broyden Algorithms without Convexity
Author :
Dingguo Pu ; Ailan Liu
Author_Institution :
Dept. of Math., Tongji Univ., Shanghai, China
Abstract :
In this paper we discuss the convergence of the Broyden algorithms without convexity and exact line search assumptions. We proved that if the objective function is suitably smooth and the algorithm produces a convergence point sequence, then the limit point of the sequence is a critical point of the objective function.
Keywords :
convergence of numerical methods; nonlinear programming; Broyden Algorithms; convergence point sequence; line search assumptions; Convergence; Educational institutions; Electronic mail; Linear programming; Measurement; Search problems; Broyden algorithms; convergence; convexity; exact line search;
Conference_Titel :
Business Intelligence and Financial Engineering (BIFE), 2013 Sixth International Conference on
Conference_Location :
Hangzhou
Print_ISBN :
978-1-4799-4778-2
DOI :
10.1109/BIFE.2013.128
