The superlinear convergence analysis of a nonmonotone BFGS algorithm on convex objective functions

被引：19

作者：

Yuan, Gong Lin ^{[1
]}

Wei, Zeng Xin

机构：

[1] E China Univ Sci & Technol, Sch Sci, Shanghai 200237, Peoples R China

来源：

ACTA MATHEMATICA SINICA-ENGLISH SERIES | 2008年 / 24卷 / 01期

基金：

美国国家科学基金会;

关键词：

BFGS method; superlinear convergence; nonmonotone linesearch;

D O I：

10.1007/s10114-007-1012-y

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We prove the superlinear convergence of a nonmonotone BFGS algorithm on convex objective functions under suitable conditions.

引用

页码：35 / 42

页数：8

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