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On Convergence of a Random Search Method in Convex Minimization Problems

✍ Scribed by Karmanov, V. G.


Book ID
118227796
Publisher
Society for Industrial and Applied Mathematics
Year
1975
Tongue
English
Weight
734 KB
Volume
19
Category
Article
ISSN
0040-585X

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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