Convergence of descent method with new line search
β Scribed by Zhen-Jun Shi; Jie Shen
- Publisher
- Springer-Verlag
- Year
- 2006
- Tongue
- English
- Weight
- 230 KB
- Volume
- 20
- Category
- Article
- ISSN
- 1598-5865
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π SIMILAR VOLUMES
A very simple gradient only algorithm for unconstrained minimization is proposed that, in terms of storage requirement and computational efficiency, may be considered as an alternative to the conjugate gradient line search methods for large problems. The method effectively applies the steepest desce
## 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