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

DOI10.1007/S10114-007-1012-YMaRDI QIDQ928232zbMATH OpenOpenAlexFDO

Authors Gonglin Yuan, Zengxin 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

nonmonotone line searchsuperlinear convergenceunconstrained convex optimization

Mathematics Subject Classification ID

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

Review text

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.

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Cited in

(16)

• BFGS trust-region method for symmetric nonlinear equations
• Global convergence analysis of a new nonmonotone BFGS algorithm on convex objective functions
• A new adaptive trust region algorithm for optimization problems
• The global convergence of the BFGS method with a modified WWP line search for nonconvex functions
• A modified nonmonotone BFGS algorithm for unconstrained optimization
• A New Method with Descent Property for Symmetric Nonlinear Equations
• A trust region algorithm with conjugate gradient technique for optimization problems
• Global and local convergence of a new affine scaling trust region algorithm for linearly constrained optimization
• A BFGS algorithm for solving symmetric nonlinear equations
• A quasi-Newton algorithm for large-scale nonlinear equations
• An active set limited memory BFGS algorithm for bound constrained optimization
• Global convergence of a cautious projection BFGS algorithm for nonconvex problems without gradient Lipschitz continuity
• Convergence analysis of a modified BFGS method on convex minimizations
• A conjugate gradient method with descent direction for unconstrained optimization
• A modified nonmonotone BFGS algorithm for solving smooth nonlinear equations
• The global and superlinear convergence of a new nonmonotone MBFGS algorithm on convex objective functions

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