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On the global convergence of trust region algorithms for unconstrained minimization

โœ Scribed by M. J. D. Powell


Book ID
110573087
Publisher
Springer-Verlag
Year
1984
Tongue
English
Weight
262 KB
Volume
29
Category
Article
ISSN
0025-5610

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Global convergence of the nonmonotone MB
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