✦ LIBER ✦
A globally convergent BFGS method with nonmonotone line search for non-convex minimization
✍ Scribed by Yunhai Xiao; Huijuan Sun; Zhiguo Wang
- Publisher
- Elsevier Science
- Year
- 2009
- Tongue
- English
- Weight
- 626 KB
- Volume
- 230
- Category
- Article
- ISSN
- 0377-0427
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✦ Synopsis
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 report some preliminary numerical results to show the efficiency of the proposed method.