The superlinear convergence analysis of a nonmonotone BFGS algorithm on convex objective functions
type: Item
instance of: scholarly article
title: The superlinear convergence analysis of a nonmonotone BFGS algorithm on convex objective functions
zbMATH Open document ID: 1152.65072
author: Gonglin Yuan
author: Zengxin Wei
publication date: 2008-06-11T00:00:00Z
review text: The principal aim of this article is to establish the superlinear convergence of the nonmonotone Broyden-Fletcher-Goldfarb-Shanno (BFGS) algorithm proposed by \textit{J. Han} and \textit{G. Liu} [Comput. Optim. Appl. 7, No. 3, 277--289 (1997; Zbl 0876.90072)] for the numerical solution of unconstrained convex optimization problems, under appropriate assumptions.
reviewed by: Nicolae Popovici
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C25
zbMATH DE Number: 5286516
zbMATH Keywords: unconstrained convex optimization
zbMATH Keywords: nonmonotone line search
zbMATH Keywords: superlinear convergence
describes a project that uses: ve08
MaRDI profile type: Publication
full work available at URL: s10114-007-1012-y
OpenAlex ID: W1964934933
cites work: Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
cites work: Q4776780
cites work: Q4107408
cites work: A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
cites work: On the Convergence of the Variable Metric Algorithm
cites work: Über die globale Konvergenz von Variable-Metrik-Verfahren mit nicht- exakter Schrittweitenbestimmung
cites work: Global convergece of the bfgs algorithm with nonmonotone linesearch∗∗this work is supported by national natural science foundation$ef:
cites work: Q4382889
cites work: The global convergence of self-scaling BFGS algorithm with non-monotone line search for unconstrained nonconvex optimization problems
cites work: Global convergence of the Broyden's class of quasi-Newton methods with nonmonotone linesearch
cites work: A modified BFGS method and its global convergence in nonconvex minimization
cites work: A New Algorithm for Unconstrained Optimization
cites work: New quasi-Newton methods for unconstrained optimization problems
cites work: An SQP-type method and its application in stochastic programs
cites work: The superlinear convergence of a modified BFGS-type method for unconstrained optimization
cites work: Extended global convergence framework for unconstrained optimization
cites work: Global convergence analysis of a new nonmonotone BFGS algorithm on convex objective functions
cites work: Local convergence analysis for partitioned quasi-Newton updates
cites work: On the Local and Superlinear Convergence of Quasi-Newton Methods
DOI: 10.1007/S10114-007-1012-Y
published in: Acta Mathematica Sinica, English Series
description: scientific article; zbMATH DE number 5286516