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.
Gonglin Yuan, Zengxin Wei, and Yanlin Wu
Guangxi University, Guangxi University, Guangxi University
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
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