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On global unconstrained minimization of the difference of polyhedral functions

✍ Scribed by Lyudmila N. Polyakova

Publisher
Springer US
Year
2010
Tongue
English
Weight
304 KB
Volume
50
Category
Article
ISSN
0925-5001

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✍ Weijun Zhou; Li Zhang πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 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