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Global convergence of a family of modified BFGS methods under a modified weak-Wolfe-Powell line search for nonconvex functions
Bojari, S.; Eslahchi, M. R. - In: 4OR : quarterly journal of the Belgian, French and … 18 (2020) 2, pp. 219-244
Persistent link: https://www.econbiz.de/10012222327
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A Modified Non-Monotone BFGS Method for Non-Convex Unconstrained Optimization
Liu, Liying; Yao, Shengwei; Wei, Zengxin - In: Asia-Pacific Journal of Operational Research (APJOR) 31 (2014) 05, pp. 1450033-1
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...
Persistent link: https://www.econbiz.de/10010940524
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Convergence analysis of a modified BFGS method on convex minimizations
Yuan, Gonglin; Wei, Zengxin - In: Computational Optimization and Applications 47 (2010) 2, pp. 237-255
Persistent link: https://www.econbiz.de/10008674173