| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4641945 | Journal of Computational and Applied Mathematics | 2008 | 17 Pages |
Abstract
In this paper, a new nonmonotone MBFGS algorithm for unconstrained optimization will be proposed. Under some suitable assumptions, the global and superlinear convergence of the new nonmonotone MBFGS algorithm on convex objective functions will be established. Some numerical experiments show that this new nonmonotone MBFGS algorithm is competitive to the MBFGS algorithm and the nonmonotone BFGS algorithm.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Liying Liu, Shengwei Yao, Zengxin Wei,