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:
Research
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
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author Li, Xiangrong
Wang, Bopeng
Hu, Wujie
author_facet Li, Xiangrong
Wang, Bopeng
Hu, Wujie
author_sort Li, Xiangrong
collection PubMed
description 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 possesses not only global convergence but also superlinear convergence for generally convex functions; (iii) the algorithm produces better numerical results than those of the normal BFGS method.
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spelling pubmed-55505512017-08-25 A modified nonmonotone BFGS algorithm for unconstrained optimization Li, Xiangrong Wang, Bopeng Hu, Wujie J Inequal Appl Research 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 possesses not only global convergence but also superlinear convergence for generally convex functions; (iii) the algorithm produces better numerical results than those of the normal BFGS method. Springer International Publishing 2017-08-09 2017 /pmc/articles/PMC5550551/ /pubmed/28845092 http://dx.doi.org/10.1186/s13660-017-1453-5 Text en © The Author(s) 2017 Open Access This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
spellingShingle Research
Li, Xiangrong
Wang, Bopeng
Hu, Wujie
A modified nonmonotone BFGS algorithm for unconstrained optimization
title A modified nonmonotone BFGS algorithm for unconstrained optimization
title_full A modified nonmonotone BFGS algorithm for unconstrained optimization
title_fullStr A modified nonmonotone BFGS algorithm for unconstrained optimization
title_full_unstemmed A modified nonmonotone BFGS algorithm for unconstrained optimization
title_short A modified nonmonotone BFGS algorithm for unconstrained optimization
title_sort modified nonmonotone bfgs algorithm for unconstrained optimization
topic Research
url 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
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AT lixiangrong modifiednonmonotonebfgsalgorithmforunconstrainedoptimization
AT wangbopeng modifiednonmonotonebfgsalgorithmforunconstrainedoptimization
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