Global convergence of the nonmonotone MBFGS method for nonconvex unconstrained minimization

DOI10.1016/J.CAM.2007.12.011MaRDI QIDQ953368zbMATHOpenAlexFDO

Authors Weijun Zhou, Li Zhang

Publication date 20 November 2008

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2007.12.011

zbMATH Keywords

nonconvex minimizationnonmonotone line searchMBFGS method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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Cites work

• A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
• A Nonmonotone Line Search Technique for Newton’s Method
• A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
• A class of nonmonotone conjugate gradient methods for unconstrained optimization
• A modified BFGS method and its global convergence in nonconvex minimization
• A nonmonotone conjugate gradient algorithm for unconstrained optimization
• A truncated Newton method with non-monotone line search for unconstrained optimization
• An Assessment of Nonmonotone Linesearch Techniques for Unconstrained Optimization
• Avoiding the Maratos Effect by Means of a Nonmonotone Line Search I. General Constrained Problems
• Convergence Properties of the BFGS Algoritm
• Convergence of the nonmonotone Perry and Shanno method for optimization
• Curvilinear Stabilization Techniques for Truncated Newton Methods in Large Scale Unconstrained Optimization
• 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
• Non-monotone trust-region algorithms for nonlinear optimization subject to convex constraints
• On the nonmonotone line search
• Testing Unconstrained Optimization Software
• The BFGS method with exact line searches fails for non-convex objective functions
• The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem

Cited in

(21)

• A modified nonmonotone BFGS algorithm for solving smooth nonlinear equations
• New BFGS method for unconstrained optimization problem based on modified armijo line search
• Gobally convergent variable metric method for nonconvex nondifferentiable unconstrained minimization
• A globally convergent BFGS method for nonconvex minimization without line searches
• A new proof for the global convergence of the BFGS method for nonconvex unconstrained minimization problems
• A globally convergent BFGS method with nonmonotone line search for non-convex minimization
• The global convergence of the non-quasi-Newton methods with non-monotone line search
• Assessing the potential of interior point barrier filter line search methods: nonmonotone versus monotone approach
• A limited memory BFGS algorithm for non-convex minimization with applications in matrix largest eigenvalue problem
• A nonmonotone scaled conjugate gradient algorithm for large-scale unconstrained optimization
• The global and superlinear convergence of a new nonmonotone MBFGS algorithm on convex objective functions
• A hybrid MBFGS and CBFGS method for nonconvex minimization with a global complexity bound
• Global convergence of a nonmonotone Broyden family method for nonconvex unconstrained minimization
• Comments on: ``A family of derivative-free conjugate gradient methods for large-scale nonlinear systems of equations
• Global convergece of the bfgs algorithm with nonmonotone linesearch<sup>∗∗</sup>this work is supported by national natural science foundation$ef:
• A modified non-monotone BFGS method for non-convex unconstrained optimization
• A note on ``A globally convergent BFGS method with nonmonotone line search for non-convex minimization
• New cautious BFGS algorithm based on modified Armijo-type line search
• A modified BFGS type quasi-Newton method with line search for symmetric nonlinear equations problems
• Global convergence of a modified two-parameter scaled BFGS method with Yuan-Wei-Lu line search for unconstrained optimization
• A memory gradient method based on the nonmonotone technique

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Uses Software

• minpack

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