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A note on “A globally convergent BFGS method with nonmonotone line search for non-convex minimization”

✍ Scribed by Li Zhang; Xinlong Chen


Book ID
119186793
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
139 KB
Volume
219
Category
Article
ISSN
0096-3003

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A globally convergent BFGS method with n
✍ Yunhai Xiao; Huijuan Sun; Zhiguo Wang 📂 Article 📅 2009 🏛 Elsevier Science 🌐 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