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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… Click to show full abstract
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 αk$\alpha_{k}$ 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.
Keywords:
nonmonotone bfgs;
bfgs algorithm;
unconstrained optimization;
modified nonmonotone
Journal Title: Journal of Inequalities and Applications
Year Published: 2017
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Journal Title: Journal of Inequalities and Applications
Year Published: 2017
Link to full text (if available)
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recommendations!