A new regularized quasi-Newton algorithm for unconstrained optimization

作者：Zhang Hao; Ni Qin^*

来源：Applied Mathematics and Computation, 2015, 259: 460-469.

DOI：10.1016/j.amc.2015.02.032

• Unconstrained optimization
• Quasi-Newton method
• Regularization

In this paper, we present a new regularized quasi-Newton algorithm for unconstrained optimization. In this algorithm, an adaptive quadratic term is employed to regularize the quasi-Newton model. At each iteration, the trial step is obtained by solving an unconstrained quadratic subproblem. The global convergence and superlinear convergence of the new algorithm are established under reasonable assumptions. The numerical results show that new algorithm is effective.

• 出版日期2015-5-15
• 单位南京航空航天大学