Journal of the
Korean Mathematical Society
JKMS

ISSN(Print) 0304-9914 ISSN(Online) 2234-3008

Article

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J. Korean Math. Soc. 2010; 47(4): 767-788

Printed July 1, 2010

https://doi.org/10.4134/JKMS.2010.47.4.767

Copyright © The Korean Mathematical Society.

Modified limited memory BFGS method with nonmonotone line search for unconstrained optimization

Gonglin Yuan, Zengxin Wei, and Yanlin Wu

Guangxi University, Guangxi University, Guangxi University

Abstract

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.

Keywords: limited memory BFGS method, optimization, nonmonotone, global convergence

MSC numbers: 65H10, 65K05, 90C26