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Global convergence of the nonmonotone MBFGS method for nonconvex unconstrained minimization

โœ Scribed by Weijun Zhou; Li Zhang

Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
404 KB
Volume
223
Category
Article
ISSN
0377-0427

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โœฆ Synopsis

In this paper, we propose a new nonmonotone Armijo type line search and prove that the MBFGS method proposed by Li and Fukushima with this new line search converges globally for nonconvex minimization. Some numerical experiments show that this nonmonotone MBFGS method is efficient for the given test problems.

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โœ Yunhai Xiao; Huijuan Sun; Zhiguo Wang ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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