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A modified nonmonotone BFGS algorithm for unconstrained optimization

In this paper, a modified BFGS algorithm is proposed for unconstrained optimization. The proposed algorithm has the following properties: (i) a nonmonotone line search technique is used to obtain the step size [Formula: see text] to improve the effectiveness of the algorithm; (ii) the algorithm poss...

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Detalles Bibliográficos
Autores principales: Li, Xiangrong, Wang, Bopeng, Hu, Wujie
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2017
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5550551/
https://www.ncbi.nlm.nih.gov/pubmed/28845092
http://dx.doi.org/10.1186/s13660-017-1453-5