Modified limited memory BFGS method with nonmonotone line search for unconstrained optimization. (English) Zbl 1193.65105
The authors propose two limited memory BFGS algorithms with a nonmonotone line search technique for unconstrained optimization problems of the form \(\min_{x\in\mathbb{R}^n} f(x)\), where \(f: \mathbb{R}^n\to \mathbb{R}\) is continuously differentiable.
The global convergence of the given method is established under suitable conditions. Numerical results are given.
The global convergence of the given method is established under suitable conditions. Numerical results are given.
Reviewer: Hans Benker (Merseburg)
MSC:
65K05 | Numerical mathematical programming methods |
90C26 | Nonconvex programming, global optimization |