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Convergence of quasi-Newton method with new inexact line search. (English) Zbl 1093.65063

The author proposes a new inexact line search rule for a quasi-Newton method and establishes some global convergence results of this method. These results are useful in designing new quasi-Newton methods. Also, there is analysed the convergence rate of the quasi-Newton method with the new line search rule, is analyzed.

MSC:

65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
90C53 Methods of quasi-Newton type
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