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Convergence properties of Beale-Powell restart algorithm

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Abstract

The Beale-Powell restart algorithm is highly useful for large-scale unconstrained optimization. An example is taken to show that the algorithm may fail to converge. The global convergence of a slightly modified algorithm is proved.

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Authors and Affiliations

  1. State Key Laboratory of Scientific and Engineering Computing, ICMSEC, Chinese Academy of Sciences, 100080, Beijing, China

    Yuhong Dai & Yaxiang Yuan

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  1. Yuhong Dai
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  2. Yaxiang Yuan
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Project partially supported by the National Natural Science Foundation of China.

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Dai, Y., Yuan, Y. Convergence properties of Beale-Powell restart algorithm. Sci. China Ser. A-Math. 41, 1142–1150 (1998). https://doi.org/10.1007/BF02871976

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  • DOI: https://doi.org/10.1007/BF02871976

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