The superlinear convergence analysis of a nonmonotone BFGS algorithm on convex objective functions (Q928232): Difference between revisions
From MaRDI portal
m rollbackEdits.php mass rollback Tag: Rollback |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10114-007-1012-y / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1964934933 / rank | |||
Normal rank | |||
Revision as of 09:36, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The superlinear convergence analysis of a nonmonotone BFGS algorithm on convex objective functions |
scientific article |
Statements
The superlinear convergence analysis of a nonmonotone BFGS algorithm on convex objective functions (English)
0 references
11 June 2008
0 references
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
unconstrained convex optimization
0 references
nonmonotone line search
0 references
superlinear convergence
0 references
