A globally convergent BFGS method with nonmonotone line search for non-convex minimization

• Autores: Yunhai Xiao, Huijuan Sun, Zhiguo Wang
• Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 230, Nº 1, 2009, págs. 95-106
• Idioma: inglés
• DOI: 10.1016/j.cam.2008.10.065
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• Resumen

  • In this paper, we propose a modified BFGS (Broyden�Fletcher�Goldfarb�Shanno) method with nonmonotone line search for unconstrained optimization. Under some mild conditions, we show that the method is globally convergent without a convexity assumption on the objective function. We also report some preliminary numerical results to show the efficiency of the proposed method.