New cautious BFGS algorithm based on modified Armijo-type line search

DOI10.1186/1029-242X-2012-241zbMath1282.90144WikidataQ59291140 ScholiaQ59291140MaRDI QIDQ385833

Xiao Zheng, Zhong Wan, Shuai Huang

Publication date: 11 December 2013

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

zbMATH Keywords

unconstrained optimizationglobal convergenceBFGSinexact line search rule

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

Related Items (12)

A modified Broyden family algorithm with global convergence under a weak Wolfe-Powell line search for unconstrained nonconvex problems ⋮ An improved three-term conjugate gradient algorithm for solving unconstrained optimization problems ⋮ Two accelerated nonmonotone adaptive trust region line search methods ⋮ The global convergence of the BFGS method with a modified WWP line search for nonconvex functions ⋮ Global convergence of a nonmonotone Broyden family method for nonconvex unconstrained minimization ⋮ A double-parameter scaling Broyden-Fletcher-Goldfarb-Shanno method based on minimizing the measure function of Byrd and Nocedal for unconstrained optimization ⋮ An extended nonmonotone line search technique for large-scale unconstrained optimization ⋮ Global convergence of a family of modified BFGS methods under a modified weak-Wolfe-Powell line search for nonconvex functions ⋮ A novel hybrid algorithm for solving multiobjective optimization problems with engineering applications ⋮ A new nonmonotone line search technique for unconstrained optimization ⋮ A modified nonmonotone trust region line search method ⋮ Correction of nonmonotone trust region algorithm based on a modified diagonal regularized quasi-Newton method

Cites Work

• Global convergence of nonmonotone descent methods for unconstrained optimization problems
• New inexact line search method for unconstrained optimization
• Global convergence of the nonmonotone MBFGS method for nonconvex unconstrained minimization
• Stepsize analysis for descent methods
• The BFGS method with exact line searches fails for non-convex objective functions
• An two phase ABS method for solving over-determined systems of linear inequalities
• On the Global Convergence of the BFGS Method for Nonconvex Unconstrained Optimization Problems
• A globally convergent BFGS method for nonlinear monotone equations without any merit functions
• A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
• Testing Unconstrained Optimization Software
• Limited-Memory Reduced-Hessian Methods for Large-Scale Unconstrained Optimization
• Convergence Conditions for Ascent Methods

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