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A method for globally minimizing concave functions over convex sets

โœ Scribed by Karla Leigh Hoffman


Publisher
Springer-Verlag
Year
1981
Tongue
English
Weight
491 KB
Volume
20
Category
Article
ISSN
0025-5610

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A globally convergent BFGS method with n
โœ Yunhai Xiao; Huijuan Sun; Zhiguo Wang ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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