Affiliation:
1. Razi University, Faculty of Sciences, Department of Mathematics, Kermanshah, Iran
Abstract
In this paper, a modified BFGS algorithm is proposed to solve unconstrained
optimization problems. First, based on a modified secant condition, an update
formula is recommended to approximate Hessian matrix. Then thanks to the
remarkable nonmonotone line search properties, an appropriate nonmonotone
idea is employed. Under some mild conditions, the global convergence
properties of the algorithm are established without convexity assumption on
the objective function. Preliminary numerical experiments are also reported
which indicate the promising behavior of the new algorithm.
Publisher
National Library of Serbia