Operations Research Transactions ›› 2011, Vol. 15 ›› Issue (1): 113-121.
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GUO Yuan-Bao, HUANG Bing-Jia
Online:
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Abstract: We propose a new nonmonotone step size rule and analyze the global convergence of new BFGS quasi-Newton method. The new step size rule is similar to Zhang H.C. nonmonotone step size rule and contains it as a special case. Numerical experiments have been conducted which show that the proposed algorithm is encouraging.
GUO Yuan-Bao, HUANG Bing-Jia. Global Convergence Results of BFGS Methods with New Nonmonotone Step Size Rule (Chinese)[J]. Operations Research Transactions, 2011, 15(1): 113-121.
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