## 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
β¦ LIBER β¦
The BFGS method with exact line searches fails for non-convex objective functions
β Scribed by Walter F. Mascarenhas
- Book ID
- 106275315
- Publisher
- Springer-Verlag
- Year
- 2004
- Tongue
- English
- Weight
- 259 KB
- Volume
- 99
- Category
- Article
- ISSN
- 0025-5610
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
A globally convergent BFGS method with n
β
Yunhai Xiao; Huijuan Sun; Zhiguo Wang
π
Article
π
2009
π
Elsevier Science
π
English
β 626 KB
A note on βA globally convergent BFGS me
β
Li Zhang; Xinlong Chen
π
Article
π
2012
π
Elsevier Science
π
English
β 139 KB
Exact Minimization of Energy Functional
β
Okamoto, Y.; Fujiwara, K.; Himeno, R.
π
Article
π
2009
π
IEEE
π
English
β 461 KB
Global and Superlinear Convergence of a
β
M. Al-Baali
π
Article
π
1998
π
Springer US
π
English
β 256 KB
A gradient-only line search method for t
β
J. A. Snyman
π
Article
π
2004
π
John Wiley and Sons
π
English
β 100 KB
A new implementation of the conjugate gradient method is presented that economically overcomes the problem of severe numerical noise superimposed on an otherwise smooth underlying objective function of a constrained optimization problem. This is done by the use of a novel gradient-only line search t