The superlinear convergence analysis of a nonmonotone BFGS algorithm on convex objective functions (Q928232): Difference between revisions
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scientific article
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| English | The superlinear convergence analysis of a nonmonotone BFGS algorithm on convex objective functions |
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The superlinear convergence analysis of a nonmonotone BFGS algorithm on convex objective functions (English)
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11 June 2008
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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.
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unconstrained convex optimization
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nonmonotone line search
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superlinear convergence
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