Global convergence of the Broyden's class of quasi-Newton methods with nonmonotone linesearch

DOI10.1007/s10255-003-0076-4zbMath1032.65063OpenAlexW1986840339MaRDI QIDQ1873573

Da-Chuan Xu

Publication date: 8 March 2004

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-003-0076-4

zbMATH Keywords

unconstrained optimizationglobal convergencequasi-Newton methodnon-monotone line searchBroyden class

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

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The superlinear convergence analysis of a nonmonotone BFGS algorithm on convex objective functions

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