A nonmonotone PSB algorithm for solving unconstrained optimization


PSB (Powell-Symmetric-Broyden) algorithm is a very important algorithm and has been extensively used in trust region methods. However, there are few studies on the line search type PSB algorithm. The primary reason is that the direction generated by this class of algorithms is not necessarily a descent direction of the objective function. In this paper, by… (More)
DOI: 10.1007/s10589-011-9408-0


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