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Journal of the Korean Mathematical Society = 대한수학회지 v.47 no.4, 2010년, pp.767 - 788   SCIE SCOPUS
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MODIFIED LIMITED MEMORY BFGS METHOD WITH NONMONOTONE LINE SEARCH FOR UNCONSTRAINED OPTIMIZATION

Yuan, Gonglin    (COLLEGE OF MATHEMATICS AND INFORMATION SCIENCE GUANGXI UNIVERSITY   ); Wei, Zengxin    (COLLEGE OF MATHEMATICS AND INFORMATION SCIENCE GUANGXI UNIVERSITY   ); Wu, Yanlin    (COLLEGE OF MATHEMATICS AND INFORMATION SCIENCE GUANGXI UNIVERSITY  );
  • 초록

    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.


  • 주제어

    limited memory BFGS method .   optimization .   nonmonotone .   global convergence.  

  • 참고문헌 (51)

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