A nonmonotone filter line search technique for the MBFGS method in unconstrained optimization

DOI10.1007/S11424-014-1081-9zbMATH Open1308.90176OpenAlexW1965231027MaRDI QIDQ488947FDOQ488947

Authors Zhujun Wang, Detong Zhu 

Publication date 27 January 2015

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11424-014-1081-9

zbMATH Keywords

convergenceunconstrained optimizationfilter methodnonmonotone techniqueMBFGS method

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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Cites work

• scientific article; zbMATH DE number 5232217 (Why is no real title available?)
• A Filter-Trust-Region Method for Unconstrained Optimization
• A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
• A Nonmonotone Line Search Technique for Newton’s Method
• A filter-line-search method for unconstrained optimization
• A modified BFGS method and its global convergence in nonconvex minimization
• A new trust region filter algorithm
• A nonmonotone conjugate gradient algorithm for unconstrained optimization
• An unconstrained optimization test functions collection
• Convergence Properties of the BFGS Algoritm
• Gauss-Newton-based BFGS method with filter for unconstrained minimization
• Global convergece of the bfgs algorithm with nonmonotone linesearch^∗∗this work is supported by national natural science foundation$ef:
• Nonlinear programming without a penalty function.
• Numerical Optimization
• Solving unconstrained optimization problem with a filter-based nonmonotone pattern search algorithm
• The BFGS method with exact line searches fails for non-convex objective functions

Cited in

(5)

• A new nonmonotone filter Barzilai–Borwein method for solving unconstrained optimization problems
• Global convergence of a family of modified BFGS methods under a modified weak-Wolfe-Powell line search for nonconvex functions
• Solving unconstrained optimization problem with a filter-based nonmonotone pattern search algorithm
• A filter-line-search method for unconstrained optimization
• A MBFGS filter algorithm for unconstrained optimization

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