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A General Convergence Result for Unconstrained Minimization Methods

✍ Scribed by Ortega, James M.; Rheinboldt, Werner C.


Book ID
118182566
Publisher
Society for Industrial and Applied Mathematics
Year
1972
Tongue
English
Weight
383 KB
Volume
9
Category
Article
ISSN
0036-1429

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Global convergence of the nonmonotone MB
✍ Weijun Zhou; Li Zhang πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 404 KB

In this paper, we propose a new nonmonotone Armijo type line search and prove that the MBFGS method proposed by Li and Fukushima with this new line search converges globally for nonconvex minimization. Some numerical experiments show that this nonmonotone MBFGS method is efficient for the given test