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

superlinear convergencenonmonotone line searchunconstrained convex optimization

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3529352 (Why is no real title available?)
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• A New Algorithm for Unconstrained Optimization
• A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
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• An SQP-type method and its application in stochastic programs
• Extended global convergence framework for unconstrained optimization
• Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
• 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 the Broyden's class of quasi-Newton methods with nonmonotone linesearch
• Local convergence analysis for partitioned quasi-Newton updates
• New quasi-Newton methods for unconstrained optimization problems
• On the Convergence of the Variable Metric Algorithm
• On the Local and Superlinear Convergence of Quasi-Newton Methods
• The global convergence of self-scaling BFGS algorithm with non-monotone line search for unconstrained nonconvex optimization problems
• The superlinear convergence of a modified BFGS-type method for unconstrained optimization
• Über die globale Konvergenz von Variable-Metrik-Verfahren mit nicht- exakter Schrittweitenbestimmung

Cited in

(15)

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

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