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
收藏
页码：35 / 42
页数：8
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