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Two-phase quasi-Newton method for unconstrained optimization problem

  • Suvra Kanti ChakrabortyEmail author
  • Geetanjali Panda
Article
  • 36 Downloads

Abstract

In this paper, a two-phase quasi-Newton scheme is proposed for solving an unconstrained optimization problem. The global convergence property of the scheme is provided under mild assumptions. The superlinear convergence rate of the scheme is also proved in the vicinity of the solution. The advantages of the proposed scheme over the traditional schemes are justified with numerical table and graphical illustrations.

Keywords

Quasi-Newton scheme Global convergence Superlinear convergence 

Mathematics Subject Classification

90C30 90C53 

Notes

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Copyright information

© African Mathematical Union and Springer-Verlag GmbH Deutschland, ein Teil von Springer Nature 2019

Authors and Affiliations

  1. 1.Department of MathematicsIndian Institute of Technology KharagpurKharagpurIndia

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