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A globally convergent Newton method for convex SC1minimization problems

✍ Scribed by J. S. Pang; L. Qi

Publisher
Springer
Year
1995
Tongue
English
Weight
696 KB
Volume
85
Category
Article
ISSN
0022-3239

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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