๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

On the Global Convergence of the BFGS Method for Nonconvex Unconstrained Optimization Problems

โœ Scribed by Li, Dong-Hui; Fukushima, Masao

Book ID
118204417
Publisher
Society for Industrial and Applied Mathematics
Year
2001
Tongue
English
Weight
153 KB
Volume
11
Category
Article
ISSN
1052-6234

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Global convergence of the nonmonotone MB
Global convergence of the nonmonotone MBFGS method for nonconvex unconstrained minimization
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