Details

Autor(en) / Beteiligte

• Yan, Sheng Hui
• Li, Ting Feng
• Liu, Zhi Yuan

Titel

A Nonmonotone Modified BFGS Method for Non-Convex Minimization

Ist Teil von

• Applied Mechanics and Materials, 2014-05, Vol.556-562, p.4023-4026

Ort / Verlag

Zurich: Trans Tech Publications Ltd

Erscheinungsjahr

2014

Quelle

Alma/SFX Local Collection

Beschreibungen/Notizen

• 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