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A globally convergent interior point algorithm for non-convex nonlinear programming

✍ Scribed by Xiaona Fan


Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
393 KB
Volume
224
Category
Article
ISSN
0377-0427

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## 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