A nonmonotone Broyden method for unconstrained optimization

被引：1
作者：
Liu, GH
Han, LX
Jing, LL
机构：
[1] Northwestern Univ, Dept Ind Engn & Management Sci, Evanston, IL 60208 USA
[2] Univ Connecticut, Dept Math, Storrs, CT 06269 USA
[3] Beijing Forestry Univ, Coll Econ & Management, Beijing 100083, Peoples R China
来源：
OPTIMIZATION METHODS & SOFTWARE | 2001年 / 15卷 / 02期
关键词：
broyden method; nonmonotone line search; nonlinear optimization; global convergence;
D O I：
10.1080/10556780108805815
中图分类号：
TP31 [计算机软件];
学科分类号：
081202 ; 0835 ;
摘要：
In this paper, a nonmonotone Broyden method for unconstrained optimization is proposed and its global convergence is analyzed. Numerical results show that the proposed nonmonotone method is competitive with its monotone counterpart. In particular, our numerical experiments show that nonmonotone strategies can sometimes improve the performance of the Broyden method.
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页码：153 / 171
页数：19
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