A Modified Non-Monotone BFGS Method for Non-Convex Unconstrained Optimization

In this paper, a modified non-monotone BFGS (MNBFGS) method for non-convex unconstrained optimization is proposed. Under some mild conditions, the global convergence of the given method is established, when the objective function is non-convex. Preliminary numerical comparisons, which show the proposed method is competitive, are also reported.

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Year of publication:	2014
Authors:	Liu, Liying ; Yao, Shengwei ; Wei, Zengxin
Published in:	Asia-Pacific Journal of Operational Research (APJOR). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-7019. - Vol. 31.2014, 05, p. 1450033-1
Publisher:	World Scientific Publishing Co. Pte. Ltd.
Subject:	Non-convex optimization \| BFGS method \| non-monotone line search \| global convergence

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Extent:	application/pdf text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010940524