A Nonmonotone Modified BFGS Method for Non-Convex Minimization

Abstract:

In this paper, a modification BFGS method with nonmonotone line-search for solving large-scale unconstrained optimization problems is proposed. A remarkable feature of the proposed method is that it possesses a global convergence property even without convexity assumption on the objective function. Some numerical results are reported which illustrate that the proposed method is efficient

• Periodical: Applied Mechanics and Materials (Volumes 556-562)
• Pages: 4023-4026
• DOI: https://doi.org/10.4028/www.scientific.net/AMM.556-562.4023
• Online since: May 2014
• Authors: Ting Feng Li*, Zhi Yuan Liu, Sheng Hui Yan
• Keywords: BFGS Method, Nonconvex Minimization, Nonmonotone Line Search, Quasi-Newton Equation

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