MODIFIED LIMITED MEMORY BFGS METHOD WITH NONMONOTONE LINE SEARCH FOR UNCONSTRAINED OPTIMIZATION
نویسندگان
چکیده
منابع مشابه
Modified Limited Memory Bfgs Method with Nonmonotone Line Search for Unconstrained Optimization
In this paper, we propose two limited memory BFGS algorithms with a nonmonotone line search technique for unconstrained optimization problems. The global convergence of the given methods will be established under suitable conditions. Numerical results show that the presented algorithms are more competitive than the normal BFGS method.
متن کاملA 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 [Formula: see text] to improve the effectiveness of the algorithm; (ii) the algorithm possesses not only global convergence but also superlinear convergence for generally convex functions...
متن کاملThe modified BFGS method with new secant relation for unconstrained optimization problems
Using Taylor's series we propose a modified secant relation to get a more accurate approximation of the second curvature of the objective function. Then, based on this modified secant relation we present a new BFGS method for solving unconstrained optimization problems. The proposed method make use of both gradient and function values while the usual secant relation uses only gradient values. U...
متن کاملA regularized limited-memory BFGS method for unconstrained minimization problems
The limited-memory BFGS (L-BFGS) algorithm is a popular method of solving large-scale unconstrained minimization problems. Since LBFGS conducts a line search with the Wolfe condition, it may require many function evaluations for ill-posed problems. To overcome this difficulty, we propose a method that combines L-BFGS with the regularized Newton method. The computational cost for a single iterat...
متن کاملA derivative–free nonmonotone line search technique for unconstrained optimization
A tolerant derivative–free nonmonotone line search technique is proposed and analyzed. Several consecutive increases in the objective function and also non descent directions are admitted for unconstrained minimization. To exemplify the power of this new line search we describe a direct search algorithm in which the directions are chosen randomly. The convergence properties of this random metho...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of the Korean Mathematical Society
سال: 2010
ISSN: 0304-9914
DOI: 10.4134/jkms.2010.47.4.767