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A proximal bundle method with inexact data for convex nondifferentiable minimization

✍ Scribed by Jie Shen; Zun-Quan Xia; Li-Ping Pang


Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
207 KB
Volume
66
Category
Article
ISSN
0362-546X

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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