Abstract
In this paper, a new nonmonotone BFGS algorithmfor unconstrained optimization is introduced. Under mild conditions,the global convergence of this new algorithm on convex functions isproved. Some numerical experiments show that this new nonmonotoneBFGS algorithm is competitive to the BFGS algorithm.
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Han, J., Liu, G. Global Convergence Analysis of a New Nonmonotone BFGS Algorithm on Convex Objective Functions. Computational Optimization and Applications 7, 277–289 (1997). https://doi.org/10.1023/A:1008656711925
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DOI: https://doi.org/10.1023/A:1008656711925