The global and superlinear convergence of a new nonmonotone MBFGS algorithm on convex objective functions

作者：

Highlights：

•

摘要

In this paper, a new nonmonotone MBFGS algorithm for unconstrained optimization will be proposed. Under some suitable assumptions, the global and superlinear convergence of the new nonmonotone MBFGS algorithm on convex objective functions will be established. Some numerical experiments show that this new nonmonotone MBFGS algorithm is competitive to the MBFGS algorithm and the nonmonotone BFGS algorithm.

论文关键词：90C30,49M37,65K05,Nonmonotone linesearch,MBFGS algorithm,Global convergence,Superlinear convergence,Unconstrained optimization

论文评审过程：Received 19 November 2006, Revised 27 August 2007, Available online 4 September 2007.

论文官网地址：https://doi.org/10.1016/j.cam.2007.08.017