The superlinear convergence analysis of a nonmonotone BFGS algorithm on convex objective functions

DOI10.1007/s10114-007-1012-yzbMath1152.65072OpenAlexW1964934933MaRDI QIDQ928232

Gong Lin Yuan, Zeng-xin Wei

Publication date: 11 June 2008

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-007-1012-y

zbMATH Keywords

superlinear convergencenonmonotone line searchunconstrained convex optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

Related Items (13)

A new adaptive trust region algorithm for optimization problems ⋮ Global and local convergence of a new affine scaling trust region algorithm for linearly constrained optimization ⋮ The global convergence of the BFGS method with a modified WWP line search for nonconvex functions ⋮ A modified nonmonotone BFGS algorithm for unconstrained optimization ⋮ An active set limited memory BFGS algorithm for bound constrained optimization ⋮ A quasi-Newton algorithm for large-scale nonlinear equations ⋮ A BFGS algorithm for solving symmetric nonlinear equations ⋮ Convergence analysis of a modified BFGS method on convex minimizations ⋮ A New Method with Descent Property for Symmetric Nonlinear Equations ⋮ A conjugate gradient method with descent direction for unconstrained optimization ⋮ A modified nonmonotone BFGS algorithm for solving smooth nonlinear equations ⋮ A Trust Region Algorithm with Conjugate Gradient Technique for Optimization Problems ⋮ BFGS trust-region method for symmetric nonlinear equations

Uses Software

• ve08

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