A globally convergent BFGS method with nonmonotone line search for non-convex minimization (Q1026434)
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scientific article; zbMATH DE number 5570559
| Language | Label | Description | Also known as |
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| English | A globally convergent BFGS method with nonmonotone line search for non-convex minimization |
scientific article; zbMATH DE number 5570559 |
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A globally convergent BFGS method with nonmonotone line search for non-convex minimization (English)
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25 June 2009
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A modified nonmonotone BFGS (Broyden-Fletcher-Goldfarb-Shanno) method is developed for solving unconstrained optimization problems. In the proposed method, the function value at each iteration allows for an occasional increase. The method can converge to a local optimal point without a convex assumption on the objective functions. The global convergence is established under certain conditions. Some numerical experimental results are presented to compare its performance with the monotone BFGS method.
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non-convex minimization
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secant equation
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BFGS method
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nonmonotone line search
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global convergence
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numerical examples
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Broyden-Fletcher-Goldfarb-Shanno method
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unconstrained optimization
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