2010•Journal of the Korean Mathematical SocietyOpen access

MODIFIED LIMITED MEMORY BFGS METHOD WITH NONMONOTONE LINE SEARCH FOR UNCONSTRAINED OPTIMIZATION

Gonglin Yuan, Zengxin Wei, Yanlin Wu

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Abstract

In this paper, we propose two limited memory BFGS algorithms with a nonmonotone line search technique for unconstrained optimization problems. The global convergence of the given methods will be established under suitable conditions. Numerical results show that the presented algorithms are more competitive than the normal BFGS method.

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What this paper is about

In this paper, we propose two limited memory BFGS algorithms with a nonmonotone line search technique for unconstrained optimization problems. The global convergence of the given methods will be established under suitable conditions. Numerical results show that the presented algorithms are more competitive than the normal BFGS method.

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Available abstract

In this paper, we propose two limited memory BFGS algorithms with a nonmonotone line search technique for unconstrained optimization problems. The global convergence of the given methods will be established under suitable conditions. Numerical results show that the presented algorithms are more competitive than the normal BFGS method.

Key concepts: Broyden–Fletcher–Goldfarb–Shanno algorithm, Line search, Convergence (economics), Mathematical optimization, Mathematics, Line (geometry), Algorithm, Computer science

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