Title of article
The global and superlinear convergence of a new nonmonotone MBFGS algorithm on convex objective functions
Author/Authors
Liu، نويسنده , , Liying and Yao، نويسنده , , Shengwei and Wei، نويسنده , , Zengxin، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
17
From page
422
To page
438
Abstract
In this paper, a new nonmonotone MBFGS algorithm for unconstrained optimization will be proposed. Under some suitable assumptions, the global and superlinear convergence of the new nonmonotone MBFGS algorithm on convex objective functions will be established. Some numerical experiments show that this new nonmonotone MBFGS algorithm is competitive to the MBFGS algorithm and the nonmonotone BFGS algorithm.
Keywords
Unconstrained optimization , MBFGS algorithm , global convergence , Nonmonotone linesearch , Superlinear convergence
Journal title
Journal of Computational and Applied Mathematics
Serial Year
2008
Journal title
Journal of Computational and Applied Mathematics
Record number
1554566
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