Global convergence analysis of a new nonmonotone BFGS algorithm on convex objective functions

DOI10.1023/A:1008656711925zbMath0876.90072OpenAlexW118868757MaRDI QIDQ1356066

Ji-ye Han, Guang-Hui Liu

Publication date: 4 June 1997

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008656711925

zbMATH Keywords

unconstrained optimizationglobal convergenceBFGS algorithmnonmonotone linesearch

Mathematics Subject Classification ID

Convex programming (90C25)

Related Items (12)

Global convergence of the Broyden's class of quasi-Newton methods with nonmonotone linesearch ⋮ A modified PRP conjugate gradient algorithm with nonmonotone line search for nonsmooth convex optimization problems ⋮ A modified nonmonotone BFGS algorithm for unconstrained optimization ⋮ A Modified Non-Monotone BFGS Method for Non-Convex Unconstrained Optimization ⋮ Global convergence of algorithms with nonmonotone line search strategy in unconstrained optimization ⋮ The superlinear convergence analysis of a nonmonotone BFGS algorithm on convex objective functions ⋮ The global and superlinear convergence of a new nonmonotone MBFGS algorithm on convex objective functions ⋮ A quasi-Newton algorithm for large-scale nonlinear equations ⋮ Global convergence of the nonmonotone MBFGS method for nonconvex unconstrained minimization ⋮ A nonmonotone Broyden method for unconstrained optimization ⋮ Convergence analysis of a modified BFGS method on convex minimizations ⋮ A globally convergent BFGS method with nonmonotone line search for non-convex minimization

This page was built for publication: Global convergence analysis of a new nonmonotone BFGS algorithm on convex objective functions