Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4640989 | Journal of Computational and Applied Mathematics | 2009 | 12 Pages |
Abstract
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 report some preliminary numerical results to show the efficiency of the proposed method.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Yunhai Xiao, Huijuan Sun, Zhiguo Wang,