The global convergence of self-scaling BFGS algorithm with non-monotone line search for unconstrained nonconvex optimization problems

DOI10.1007/s10114-005-0837-5zbMath1125.90051OpenAlexW1970748391MaRDI QIDQ2644350

Dong-lei Du, Hong-Xia Yin

Publication date: 31 August 2007

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

Full work available at URL: https://doi.org/10.1007/s10114-005-0837-5

zbMATH Keywords

global convergencenonmonotone line searchself-scaling BFGS

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Related Items (3)

On optimality of the parameters of self-scaling memoryless quasi-Newton updating formulae ⋮ Solution methodologies for minimizing a sum of pointwise minima of two functions ⋮ The superlinear convergence analysis of a nonmonotone BFGS algorithm on convex objective functions

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