𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On the global convergence of a nonmonotone proximal bundle method for convex nonsmooth minimization

✍ Scribed by Hou, Liusheng; Sun, Wenyu


Book ID
120657276
Publisher
Taylor and Francis Group
Year
2008
Tongue
English
Weight
110 KB
Volume
23
Category
Article
ISSN
1055-6788

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


A globally convergent BFGS method with n
✍ Yunhai Xiao; Huijuan Sun; Zhiguo Wang πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 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

Global convergence of the nonmonotone MB
✍ 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