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Nonconvex approximations in unconstrained minimization

โœ Scribed by V. S. Mikhalevich; N. N. Redkovskii; A. A. Antonyuk; A. E. Perekatov


Publisher
Springer US
Year
1991
Tongue
English
Weight
906 KB
Volume
26
Category
Article
ISSN
1573-8337

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Global convergence of the nonmonotone MB
โœ Weijun Zhou; Li Zhang ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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