The superlinear convergence analysis of a nonmonotone BFGS algorithm on convex objective functions (Q928232): Difference between revisions

The principal aim of this article is to establish the superlinear convergence of the nonmonotone Broyden-Fletcher-Goldfarb-Shanno (BFGS) algorithm proposed by \textit{J. Han} and \textit{G. Liu} [Comput. Optim. Appl. 7, No. 3, 277--289 (1997; Zbl 0876.90072)] for the numerical solution of unconstrained convex optimization problems, under appropriate assumptions.

0 references

reviewed by

Nicolae Popovici

0 references

zbMATH Keywords

unconstrained convex optimization

0 references

nonmonotone line search

0 references

superlinear convergence

0 references

describes a project that uses

ve08

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1007/s10114-007-1012-y

0 references

cites work

Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems

0 references

Q4776780

0 references

Q4107408

0 references

A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization

0 references

On the Convergence of the Variable Metric Algorithm

0 references

Über die globale Konvergenz von Variable-Metrik-Verfahren mit nicht- exakter Schrittweitenbestimmung

0 references

Global convergece of the bfgs algorithm with nonmonotone linesearch<sup>∗</sup><sup>∗</sup>this work is supported by national natural science foundation$ef:

0 references

Q4382889

0 references

The global convergence of self-scaling BFGS algorithm with non-monotone line search for unconstrained nonconvex optimization problems

0 references

Global convergence of the Broyden's class of quasi-Newton methods with nonmonotone linesearch

0 references

A modified BFGS method and its global convergence in nonconvex minimization

0 references

A New Algorithm for Unconstrained Optimization

0 references

New quasi-Newton methods for unconstrained optimization problems

0 references

An SQP-type method and its application in stochastic programs

0 references

The superlinear convergence of a modified BFGS-type method for unconstrained optimization

0 references

Extended global convergence framework for unconstrained optimization

0 references

Global convergence analysis of a new nonmonotone BFGS algorithm on convex objective functions

0 references

Local convergence analysis for partitioned quasi-Newton updates

0 references

On the Local and Superlinear Convergence of Quasi-Newton Methods

0 references

Identifiers

zbMATH Open document ID

1152.65072

0 references

DOI

10.1007/s10114-007-1012-y

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:928232

@@ Property / author @@
+Zeng-xin Wei
@@ Property / author: Zeng-xin Wei / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+ve08
@@ Property / describes a project that uses: ve08 / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10114-007-1012-y
+Normal rank
@@ Property / OpenAlex ID @@
+W1964934933
@@ Property / OpenAlex ID: W1964934933 / rank @@
+Normal rank
@@ Property / cites work @@
+Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
+Normal rank
@@ Property / cites work @@
+Q4776780
@@ Property / cites work: Q4776780 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4107408
@@ Property / cites work: Q4107408 / rank @@
+Normal rank
@@ Property / cites work @@
+A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
+Normal rank
@@ Property / cites work @@
+On the Convergence of the Variable Metric Algorithm
+Normal rank
@@ Property / cites work @@
+Über die globale Konvergenz von Variable-Metrik-Verfahren mit nicht- exakter Schrittweitenbestimmung
+Normal rank
@@ Property / cites work @@
+Global convergece of the bfgs algorithm with nonmonotone linesearch<sup>∗</sup><sup>∗</sup>this work is supported by national natural science foundation$ef:
+Normal rank
@@ Property / cites work @@
+Q4382889
@@ Property / cites work: Q4382889 / rank @@
+Normal rank
@@ Property / cites work @@
+The global convergence of self-scaling BFGS algorithm with non-monotone line search for unconstrained nonconvex optimization problems
+Normal rank
@@ Property / cites work @@
+Global convergence of the Broyden's class of quasi-Newton methods with nonmonotone linesearch
+Normal rank
@@ Property / cites work @@
+A modified BFGS method and its global convergence in nonconvex minimization
+Normal rank
@@ Property / cites work @@
+A New Algorithm for Unconstrained Optimization
@@ Property / cites work: A New Algorithm for Unconstrained Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+New quasi-Newton methods for unconstrained optimization problems
+Normal rank
@@ Property / cites work @@
+An SQP-type method and its application in stochastic programs
+Normal rank
@@ Property / cites work @@
+The superlinear convergence of a modified BFGS-type method for unconstrained optimization
+Normal rank
@@ Property / cites work @@
+Extended global convergence framework for unconstrained optimization
+Normal rank
@@ Property / cites work @@
+Global convergence analysis of a new nonmonotone BFGS algorithm on convex objective functions
+Normal rank
@@ Property / cites work @@
+Local convergence analysis for partitioned quasi-Newton updates
+Normal rank
@@ Property / cites work @@
+On the Local and Superlinear Convergence of Quasi-Newton Methods
+Normal rank