GLOBAL CONVERGENCE ANALYSIS OF A NEW NONMONOTONE BFGS ALGORITHM ON CONVEX OBJECTIVE FUNCTIONS

Authors
HAN JY LIU GH
Citation
Jy. Han et Gh. Liu, GLOBAL CONVERGENCE ANALYSIS OF A NEW NONMONOTONE BFGS ALGORITHM ON CONVEX OBJECTIVE FUNCTIONS, COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 7(3), 1997, pp. 277-289
Citations number
19
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics
Journal title
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS → ACNP
ISSN journal
09266003
Volume
7
Issue
3
Year of publication
1997
Pages
277 - 289
Database
ISI
SICI code
0926-6003(1997)7:3<277:GCAOAN>2.0.ZU;2-S
Abstract
In this paper, a new nonmonotone BFGS algorithm for unconstrained opti mization is introduced. Under mild conditions, the global convergence of this new algorithm on convex functions is proved. Some numerical ex periments show that this new nonmonotone BFGS algorithm is competitive to the BFGS algorithm.