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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.

MSC:

65K05 Numerical mathematical programming methods
90C26 Nonconvex programming, global optimization

Software:

tn; SifDec; ve08
Full Text: DOI