A Modified Non-Monotone BFGS Method for Non-Convex Unconstrained Optimization-Reference-Cited by-同舟云学术

A Modified Non-Monotone BFGS Method for Non-Convex Unconstrained Optimization

Published:2014-10 Issue:05 Volume:31 Page:1450033
ISSN:0217-5959
Container-title:Asia-Pacific Journal of Operational Research
language:en
Short-container-title:Asia Pac. J. Oper. Res.

Author:

Liu Liying¹,Yao Shengwei²³,Wei Zengxin⁴

Affiliation:

1. College of Mathematics Science, Liaocheng University, 1 Hunan Avenue, Liaocheng, Shandong 252059, P. R. China

2. School of Science, East China University of Science and Technology, Shanghai 200237, P. R. China

3. Department of Mathematics and Statistics, Guangxi University of Finance and Economics, 100 Mingxiu Avenue, Nanning, Guangxi 530003, P. R. China

4. College of Mathematics and Information Science, Guangxi University, 10 Daxue Avenue, Nanning, Guangxi 530004, P. R. China

Abstract

In this paper, a modified non-monotone BFGS (MNBFGS) method for non-convex unconstrained optimization is proposed. Under some mild conditions, the global convergence of the given method is established, when the objective function is non-convex. Preliminary numerical comparisons, which show the proposed method is competitive, are also reported.

Publisher

World Scientific Pub Co Pte Lt

Subject

Management Science and Operations Research,Management Science and Operations Research

Link

https://www.worldscientific.com/doi/pdf/10.1142/S021759591450033X

Reference21 articles.

1. A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization

2. Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems

3. Convergence Properties of the BFGS Algoritm

4. On the Nonmonotone Line Search

5. Quasi-Newton Methods, Motivation and Theory

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Global convergence of a family of modified BFGS methods under a modified weak-Wolfe–Powell line search for nonconvex functions;4OR;2019-07-16