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Globally Convergent Variable Metric Method for Nonconvex Nondifferentiable Unconstrained Minimization

✍ Scribed by J. Vlček; L. Lukšan


Book ID
110308423
Publisher
Springer
Year
2001
Tongue
English
Weight
139 KB
Volume
111
Category
Article
ISSN
0022-3239

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Global convergence of the nonmonotone MB
✍ Weijun Zhou; Li Zhang 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 404 KB

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