Liu, Liying; Yao, Shengwei; Wei, Zengxin - In: Asia-Pacific Journal of Operational Research (APJOR) 31 (2014) 05, pp. 1450033-1
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...