Global convergence of the Broyden's class of quasi-Newton methods with nonmonotone linesearch
The Broyden class of quasi-Newton methods for unconstrained optimization is investigated. A non-monotone line search procedure is introduced, which is combined with the Broyden class. Under the convexity assumption on the objective function, the global convergence of the Broyden class is proved.
scientific article; zbMATH DE number 1916588