MODIFIED LIMITED MEMORY BFGS METHOD WITH NONMONOTONE LINE SEARCH FOR UNCONSTRAINED OPTIMIZATION

- Journal title : Journal of the Korean Mathematical Society
- Volume 47, Issue 4, 2010, pp.767-788
- Publisher : The Korean Mathematical Society
- DOI : 10.4134/JKMS.2010.47.4.767

Title & Authors

MODIFIED LIMITED MEMORY BFGS METHOD WITH NONMONOTONE LINE SEARCH FOR UNCONSTRAINED OPTIMIZATION

Yuan, Gonglin; Wei, Zengxin; Wu, Yanlin;

Yuan, Gonglin; Wei, Zengxin; Wu, Yanlin;

Abstract

In this paper, we propose two limited memory BFGS algorithms with a nonmonotone line search technique for unconstrained optimization problems. The global convergence of the given methods will be established under suitable conditions. Numerical results show that the presented algorithms are more competitive than the normal BFGS method.

Keywords

limited memory BFGS method;optimization;nonmonotone;global convergence;

Language

English

Cited by

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