# A modified nonmonotone BFGS algorithm for unconstrained optimization

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 α k $\alpha_{k}$ 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. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Journal of Inequalities and Applications Springer Journals

# A modified nonmonotone BFGS algorithm for unconstrained optimization

, Volume 2017 (1) – Aug 9, 2017
18 pages

/lp/springer_journal/a-modified-nonmonotone-bfgs-algorithm-for-unconstrained-optimization-g0GpihyOpd
Publisher
Springer International Publishing
Subject
Mathematics; Analysis; Applications of Mathematics; Mathematics, general
eISSN
1029-242X
D.O.I.
10.1186/s13660-017-1453-5
Publisher site
See Article on Publisher Site

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