On the global convergence of a nonmonotone proximal bundle method for convex nonsmooth minimization
β 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
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π SIMILAR VOLUMES
## 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
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