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A globally convergent BFGS method for nonconvex minimization without line searches

✍ Scribed by Zhang, Li

Book ID
120735000
Publisher
Taylor and Francis Group
Year
2005
Tongue
English
Weight
118 KB
Volume
20
Category
Article
ISSN
1055-6788

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A globally convergent BFGS method with nonmonotone line search for non-convex minimization
✍ Yunhai Xiao; Huijuan Sun; Zhiguo Wang πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 626 KB

## a c t In this paper, we propose a modified BFGS (Broyden-Fletcher-Goldfarb-Shanno) method with nonmonotone line search for unconstrained optimization. Under some mild conditions, we show that the method is globally convergent without a convexity assumption on the objective function. We also repo