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Global convergence of a modified limited memory BFGS method for non-convex minimization

✍ Scribed by Xiao, Yun-hai; Li, Ting-feng; Wei, Zeng-xin

Book ID
121603403
Publisher
Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2013
Tongue
English
Weight
260 KB
Volume
29
Category
Article
ISSN
0168-9673

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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