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Global convergence of the nonmonotone MBFGS method for nonconvex unconstrained minimization

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成果类型:
期刊论文
作者:
Zhou, Weijun*;Zhang, Li
通讯作者:
Zhou, Weijun
作者机构:
[Zhang, Li; Zhou, Weijun] Changsha Univ Sci & Technol, Coll Math & Computat Sci, Changsha 410076, Hunan, Peoples R China.
通讯机构:
[Zhou, Weijun] C
Changsha Univ Sci & Technol, Coll Math & Computat Sci, Changsha 410076, Hunan, Peoples R China.
语种:
英文
关键词:
Lithium;Optimization;Efficient;Global convergences;Line searches;MBFGS method;Nonconvex;Nonconvex minimization;Nonconvex minimizations;Nonmonotone line search;Numerical experiments;Test problems;Unconstrained minimizations;Convergence of numerical methods
期刊:
Journal of Computational and Applied Mathematics
ISSN:
0377-0427
年:
2009
卷:
223
期:
1
页码:
40-47
基金类别:
Supported by the NSF (10701018) of China. Part work of the first author was done while he was visiting Hirosaki University.
机构署名:
本校为第一且通讯机构
院系归属:
数学与统计学院
摘要:
In this paper, we propose it new nonmonotone Armijo type line search and prove that the MBFGS method proposed by Li and Fukushima with this new fine search converges globally for nonconvex minimization. Some numerical experiments show that this nonmonotone MBFGS method is efficient for the given test problems. (C)...

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