2008•Journal of North China Institute of Water Conservancy and Hydroelectric PowerRequires access

Global Convergence Properties of BFGS Method with Nonmonotone Line Search Based on Back Tracking Method

Sun Hui-juan

Abstract

According to a kind of modified BFGS method,a new algorithm of unconstrained optimization problems is given,combing with back tracking method and the condition with nonmonotone line search,and it is proved that this line search can make BFGS method with global convergence properties.

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Available abstract

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