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

DOI10.1007/S10114-007-1012-YzbMATH Open1152.65072OpenAlexW1964934933MaRDI QIDQ928232FDOQ928232

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

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zbMATH Keywords

superlinear convergencenonmonotone line searchunconstrained convex optimization

Mathematics Subject Classification ID

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

Cites Work

• Local convergence analysis for partitioned quasi-Newton updates
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• New quasi-Newton methods for unconstrained optimization problems
• On the Local and Superlinear Convergence of Quasi-Newton Methods
• A New Algorithm for Unconstrained Optimization
• A modified BFGS method and its global convergence in nonconvex minimization
• The superlinear convergence of a modified BFGS-type method for unconstrained optimization
• Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
• A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
• Global convergence analysis of a new nonmonotone BFGS algorithm on convex objective functions
• Global convergece of the bfgs algorithm with nonmonotone linesearch^∗∗this work is supported by national natural science foundation$ef:
• On the Convergence of the Variable Metric Algorithm
• Über die globale Konvergenz von Variable-Metrik-Verfahren mit nicht- exakter Schrittweitenbestimmung
• An SQP-type method and its application in stochastic programs
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• Title not available (Why is that?)
• The global convergence of self-scaling BFGS algorithm with non-monotone line search for unconstrained nonconvex optimization problems
• Global convergence of the Broyden's class of quasi-Newton methods with nonmonotone linesearch
• Extended global convergence framework for unconstrained optimization

Cited In (15)

• A conjugate gradient method with descent direction for unconstrained optimization
• A trust region algorithm with conjugate gradient technique for optimization problems
• A new adaptive trust region algorithm for optimization problems
• BFGS trust-region method for symmetric 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
• The global convergence of the BFGS method with a modified WWP line search for nonconvex functions
• Convergence analysis of a modified BFGS method on convex minimizations
• A New Method with Descent Property for Symmetric Nonlinear Equations
• Global and local convergence of a new affine scaling trust region algorithm for linearly constrained optimization
• The global and superlinear convergence of a new nonmonotone MBFGS algorithm on convex objective functions
• A modified nonmonotone BFGS algorithm for solving smooth nonlinear equations
• A quasi-Newton algorithm for large-scale nonlinear equations
• A modified nonmonotone BFGS algorithm for unconstrained optimization
• A BFGS algorithm for solving symmetric nonlinear equations

Uses Software

• ve08

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