Two-phase quasi-Newton method for unconstrained optimization problem
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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.
KeywordsQuasi-Newton scheme Global convergence Superlinear convergence
Mathematics Subject Classification90C30 90C53
- 9.Nocedal, J., Wright, S.J.: Numerical Optimization, Springer Series in Operations Research and Financial Engineering, 2nd edn. Springer, New York (2006)Google Scholar