Global convergence of the nonmonotone MBFGS method for nonconvex unconstrained minimization |
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| Authors: | Weijun Zhou Li Zhang |
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| Institution: | College of Mathematics and Computational Science, Changsha University of Science and Technology, Changsha 410076, China |
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| Abstract: | In this paper, we propose a new nonmonotone Armijo type line search and prove that the MBFGS method proposed by Li and Fukushima with this new line search converges globally for nonconvex minimization. Some numerical experiments show that this nonmonotone MBFGS method is efficient for the given test problems. |
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| Keywords: | 90C30 65K05 |
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