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Efficient Line Search Methods for Convex Functions

✍ Scribed by den Boef, Edgar; den Hertog, Dick

Book ID
118204648
Publisher
Society for Industrial and Applied Mathematics
Year
2007
Tongue
English
Weight
322 KB
Volume
18
Category
Article
ISSN
1052-6234

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A globally convergent BFGS method with n
A globally convergent BFGS method with nonmonotone line search for non-convex minimization
✍ Yunhai Xiao; Huijuan Sun; Zhiguo Wang πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 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