A modified non-monotone BFGS method for non-convex unconstrained optimization

DOI10.1142/S021759591450033XMaRDI QIDQ2931168zbMATH OpenOpenAlexFDO

Authors Liying Liu, Shengwei Yao, Zengxin Wei

Publication date 24 November 2014

Published in Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s021759591450033x

zbMATH Keywords

BFGS methodglobal convergencenon-convex optimizationnon-monotone line search

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Nonconvex programming, global optimization (90C26)

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Cites work

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• Algorithm 851
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• Global convergece of the bfgs algorithm with nonmonotone linesearch^∗∗this work is supported by national natural science foundation$ef:
• Global convergence analysis of a new nonmonotone BFGS algorithm on convex objective functions
• Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
• Global convergence of nonmonotone descent methods for unconstrained optimization problems
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• On the nonmonotone line search
• Quasi-Newton Methods, Motivation and Theory
• The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem
• The BFGS method with exact line searches fails for non-convex objective functions
• The global and superlinear convergence of a new nonmonotone MBFGS algorithm on convex objective functions

Cited in

(10)

• A globally convergent BFGS method with nonmonotone line search for non-convex minimization
• Global convergence of a family of modified BFGS methods under a modified weak-Wolfe-Powell line search for nonconvex functions
• Modified limited memory BFGS method with nonmonotone line search for unconstrained optimization
• Global convergence of a modified limited memory BFGS method for non-convex minimization
• A nonmonotone modified BFGS algorithm for nonconvex unconstrained optimization problems
• scientific article; zbMATH DE number 5196186 (Why is no real title available?)
• A modified scaling BFGS method for nonconvex minimization
• A modified BFGS method and its global convergence in nonconvex minimization
• An adaptive projection BFGS method for nonconvex unconstrained optimization problems
• A modified nonmonotone BFGS algorithm for solving smooth nonlinear equations

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