A globally convergent BFGS method with n
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Yunhai Xiao; Huijuan Sun; Zhiguo Wang
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Article
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2009
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Elsevier Science
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English
⚖ 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