Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4641689 | Journal of Computational and Applied Mathematics | 2009 | 8 Pages |
Abstract
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 problems.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Weijun Zhou, Li Zhang,